+141.6%
FTNT vs PFG
+67.4%
+74.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +1.7% | +3.2% | -1.5% | +0.3% |
| 30D | -4.3% | +0.9% | -5.2% | -4.7% |
| 3M | +13.6% | +7.7% | +5.9% | +9.9% |
| 6M | +87.6% | +29.0% | +58.6% | +67.5% |
| YTD | +98.0% | +32.5% | +65.5% | +73.9% |
| 1Y | +96.9% | +47.3% | +49.6% | +63.7% |
| All | +141.6% | +67.4% | +74.2% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling