+89.8%
FTNT vs PFG
+92.7%
-2.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +7.1% | +2.4% | +4.7% | +5.8% |
| 30D | -30.9% | +5.9% | -36.7% | -33.0% |
| 3M | -23.1% | -0.4% | -22.7% | -23.4% |
| 6M | +8.1% | +14.8% | -6.7% | -0.3% |
| YTD | +60.2% | +31.9% | +28.3% | +36.1% |
| 1Y | +57.0% | +38.8% | +18.2% | +29.4% |
| 3Y | +152.9% | +82.4% | +70.5% | +74.1% |
| All | +89.8% | +92.7% | -2.9% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling