+153.0%
FTNT vs PFGC
+111.7%
+41.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +1.7% | -3.7% | +5.4% | +3.0% |
| 30D | -4.3% | -16.0% | +11.7% | +1.1% |
| 3M | +13.6% | -4.1% | +17.7% | +14.6% |
| 6M | +87.6% | +8.7% | +78.9% | +80.0% |
| YTD | +98.0% | +6.4% | +91.6% | +89.1% |
| 1Y | +96.9% | -8.4% | +105.3% | +99.0% |
| 3Y | +145.4% | +61.8% | +83.6% | +92.0% |
| 5Y | +153.0% | +108.7% | +44.3% | +73.9% |
| All | +153.0% | +111.7% | +41.3% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling