+153.0%
FTNT vs PH
+251.4%
-98.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.3% | -10.3% | +6.0% | 0.0% |
| 3M | +13.6% | +5.1% | +8.5% | +10.4% |
| 6M | +87.6% | +2.3% | +85.3% | +82.3% |
| YTD | +98.0% | +8.7% | +89.3% | +85.9% |
| 1Y | +96.9% | +26.8% | +70.2% | +69.7% |
| 3Y | +145.4% | +139.2% | +6.2% | +41.6% |
| 5Y | +153.0% | +251.1% | -98.1% | +13.0% |
| All | +153.0% | +251.4% | -98.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling