+51.8%
FTNT vs PGR
+21.4%
+30.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +1.4% |
| 7D | -25.7% | +4.1% | -29.7% | -25.2% |
| 30D | -29.7% | +10.4% | -40.2% | -28.8% |
| 3M | -23.1% | +11.4% | -34.5% | -22.1% |
| 6M | +45.0% | +17.9% | +27.1% | +46.0% |
| YTD | +62.9% | +9.8% | +53.2% | +64.5% |
| 1Y | +51.8% | +19.3% | +32.6% | +50.5% |
| All | +51.8% | +21.4% | +30.5% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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