+9,359.7%
FTNT vs PBR
+61.6%
+9,298.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | -4.3% | +17.5% | -21.8% | -7.0% |
| 3M | +13.6% | +20.9% | -7.3% | +9.6% |
| 6M | +87.6% | +20.2% | +67.3% | +80.3% |
| YTD | +98.0% | +84.3% | +13.7% | +75.9% |
| 1Y | +96.9% | +77.1% | +19.8% | +75.9% |
| 3Y | +145.4% | +100.8% | +44.6% | +111.3% |
| 5Y | +153.0% | +556.1% | -403.1% | +69.7% |
| 10Y | +2,098.3% | +676.1% | +1,422.2% | +1,168.4% |
| All | +9,359.7% | +61.6% | +9,298.1% | +7,902.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling