+1,039.6%
FTNT vs PDD
+210.2%
+829.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | -5.8% | -4.1% | -1.8% | -5.3% |
| 30D | -4.8% | -9.6% | +4.8% | -3.7% |
| 3M | +4.4% | -4.3% | +8.7% | +4.8% |
| 6M | +88.8% | -18.8% | +107.5% | +93.0% |
| YTD | +96.8% | -27.5% | +124.3% | +104.0% |
| 1Y | +104.5% | -33.6% | +138.1% | +114.1% |
| 3Y | +156.8% | -20.4% | +177.2% | +152.9% |
| 5Y | +144.1% | -19.6% | +163.6% | +120.0% |
| All | +1,039.6% | +210.2% | +829.4% | +669.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling