+104.5%
FTNT vs PBR
+70.4%
+34.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.1% |
| 7D | -5.8% | +8.6% | -14.4% | -5.7% |
| 30D | -4.8% | +12.8% | -17.6% | -4.6% |
| 3M | +4.4% | +14.7% | -10.3% | +4.8% |
| 6M | +88.8% | +25.2% | +63.6% | +86.4% |
| YTD | +96.8% | +77.1% | +19.7% | +92.8% |
| 1Y | +104.5% | +69.6% | +34.9% | +99.4% |
| All | +104.5% | +70.4% | +34.1% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling