+1,048.2%
FTNT vs PDD
+200.9%
+847.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.7% | +1.1% |
| 7D | -2.7% | -4.1% | +1.4% | -2.2% |
| 30D | -1.4% | -13.1% | +11.7% | +0.3% |
| 3M | +10.1% | -3.5% | +13.6% | +10.4% |
| 6M | +88.2% | -21.8% | +110.0% | +93.3% |
| YTD | +98.3% | -29.7% | +128.0% | +106.3% |
| 1Y | +96.0% | -36.2% | +132.2% | +106.2% |
| 3Y | +145.8% | -16.4% | +162.1% | +140.4% |
| 5Y | +154.6% | -23.8% | +178.5% | +131.3% |
| All | +1,048.2% | +200.9% | +847.3% | +678.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PDD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling