+2,072.5%
FTNT vs PGR
+825.1%
+1,247.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | -3.0% | +4.9% | -7.9% | -4.7% |
| 3M | +7.6% | +7.6% | -0.1% | +4.0% |
| 6M | +87.0% | +8.3% | +78.7% | +79.7% |
| YTD | +96.5% | +1.7% | +94.8% | +92.7% |
| 1Y | +92.9% | -6.8% | +99.8% | +94.6% |
| 3Y | +139.8% | +73.4% | +66.4% | +86.9% |
| 5Y | +151.3% | +161.2% | -9.9% | +60.7% |
| All | +2,072.5% | +825.1% | +1,247.4% | +1,042.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling