+7,335.0%
FTNT vs PH
+2,174.4%
+5,160.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -3.5% | +2.1% | -5.7% | -4.5% |
| 30D | -36.5% | +0.3% | -36.8% | -37.0% |
| 3M | -24.7% | -8.8% | -15.9% | -22.2% |
| 6M | +8.3% | +10.0% | -1.7% | +1.8% |
| YTD | +55.6% | +10.5% | +45.1% | +43.9% |
| 1Y | +50.2% | +15.5% | +34.7% | +35.8% |
| 3Y | +143.2% | +136.4% | +6.8% | +50.2% |
| 5Y | +85.5% | +213.6% | -128.1% | -1.6% |
| 10Y | +1,868.3% | +713.9% | +1,154.4% | +479.9% |
| All | +7,335.0% | +2,174.4% | +5,160.6% | +1,040.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling