+1,947.1%
FTNT vs PH
+700.5%
+1,246.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.7% |
| 7D | +5.7% | +7.4% | -1.6% | +2.7% |
| 30D | -32.1% | +0.5% | -32.6% | -32.6% |
| 3M | -19.5% | -10.2% | -9.2% | -16.5% |
| 6M | +13.8% | +8.9% | +4.8% | +8.1% |
| YTD | +63.1% | +9.7% | +53.5% | +52.5% |
| 1Y | +57.7% | +12.8% | +44.9% | +45.4% |
| 3Y | +154.9% | +134.6% | +20.3% | +64.0% |
| 5Y | +89.3% | +204.5% | -115.2% | +6.2% |
| All | +1,947.1% | +700.5% | +1,246.6% | +642.0% |
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