+141.6%
FTNT vs PH
+137.6%
+4.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.3% | -10.3% | +6.0% | -1.8% |
| 3M | +13.6% | +5.1% | +8.5% | +11.5% |
| 6M | +87.6% | +2.3% | +85.3% | +84.3% |
| YTD | +98.0% | +8.7% | +89.3% | +89.6% |
| 1Y | +96.9% | +26.8% | +70.2% | +76.9% |
| All | +141.6% | +137.6% | +4.0% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling