+51.8%
FTNT vs PH
+20.3%
+31.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | -0.1% |
| 7D | -25.7% | -0.2% | -25.5% | -25.5% |
| 30D | -29.7% | -6.7% | -23.0% | -30.6% |
| 3M | -23.1% | -8.1% | -15.0% | -24.3% |
| 6M | +45.0% | +5.3% | +39.7% | +48.6% |
| YTD | +62.9% | +4.2% | +58.7% | +67.6% |
| 1Y | +51.8% | +19.3% | +32.5% | +67.0% |
| All | +51.8% | +20.3% | +31.5% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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