+99.9%
FTNT vs PFG
+49.2%
+50.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +1.6% | -3.0% | +4.6% | +2.1% |
| 30D | -1.9% | +2.5% | -4.4% | -2.2% |
| 3M | +14.4% | +6.1% | +8.3% | +13.5% |
| 6M | +88.7% | +31.3% | +57.4% | +80.3% |
| YTD | +100.0% | +33.6% | +66.5% | +91.1% |
| 1Y | +99.9% | +48.5% | +51.3% | +86.5% |
| All | +99.9% | +49.2% | +50.7% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling