+99.9%
FTNT vs PFGC
-9.2%
+109.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +0.8% |
| 7D | +1.6% | -4.8% | +6.4% | +0.8% |
| 30D | -1.9% | -17.2% | +15.3% | -4.5% |
| 3M | +14.4% | -6.3% | +20.7% | +13.6% |
| 6M | +88.7% | +8.8% | +79.8% | +91.8% |
| YTD | +100.0% | +4.9% | +95.1% | +101.3% |
| 1Y | +99.9% | -9.5% | +109.4% | +100.0% |
| All | +99.9% | -9.2% | +109.1% | +100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling