+2,111.2%
FTNT vs PFGC
+294.6%
+1,816.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.3% |
| 7D | +1.6% | -4.8% | +6.4% | +2.7% |
| 30D | -1.9% | -17.2% | +15.3% | +2.1% |
| 3M | +14.4% | -6.3% | +20.7% | +15.7% |
| 6M | +88.7% | +8.8% | +79.8% | +83.8% |
| YTD | +100.0% | +4.9% | +95.1% | +95.3% |
| 1Y | +99.9% | -9.5% | +109.4% | +101.6% |
| 3Y | +147.9% | +59.6% | +88.3% | +117.9% |
| 5Y | +155.8% | +113.5% | +42.3% | +109.4% |
| All | +2,111.2% | +294.6% | +1,816.6% | +1,317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling