+2,072.5%
FTNT vs PBR
+697.0%
+1,375.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -0.1% | +5.4% | -5.5% | -1.0% |
| 30D | -3.0% | +22.9% | -25.8% | -6.5% |
| 3M | +7.6% | +19.6% | -12.0% | +4.0% |
| 6M | +87.0% | +16.5% | +70.5% | +80.8% |
| YTD | +96.5% | +86.7% | +9.9% | +74.2% |
| 1Y | +92.9% | +74.7% | +18.2% | +72.7% |
| 3Y | +139.8% | +102.6% | +37.3% | +106.0% |
| 5Y | +151.3% | +566.6% | -415.3% | +66.7% |
| All | +2,072.5% | +697.0% | +1,375.5% | +1,156.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling