+2,072.5%
FTNT vs PH
+820.2%
+1,252.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.4% |
| 7D | -0.1% | -1.3% | +1.1% | +0.3% |
| 30D | -3.0% | -11.0% | +8.0% | +1.6% |
| 3M | +7.6% | +5.5% | +2.1% | +4.5% |
| 6M | +87.0% | +1.5% | +85.5% | +82.6% |
| YTD | +96.5% | +8.8% | +87.8% | +85.6% |
| 1Y | +92.9% | +24.5% | +68.5% | +70.6% |
| 3Y | +139.8% | +141.2% | -1.3% | +53.0% |
| 5Y | +151.3% | +256.3% | -105.0% | +33.3% |
| All | +2,072.5% | +820.2% | +1,252.3% | +640.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling