+139.8%
FTNT vs PBR
+99.7%
+40.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.7% |
| 7D | -0.1% | +5.4% | -5.5% | -0.7% |
| 30D | -3.0% | +22.9% | -25.8% | -5.3% |
| 3M | +7.6% | +19.6% | -12.0% | +5.3% |
| 6M | +87.0% | +16.5% | +70.5% | +82.3% |
| YTD | +96.5% | +86.7% | +9.9% | +77.3% |
| 1Y | +92.9% | +74.7% | +18.2% | +75.7% |
| 3Y | +139.8% | +102.6% | +37.3% | +108.5% |
| All | +139.8% | +99.7% | +40.1% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling