+7,554.6%
FTNT vs PH
+2,156.7%
+5,397.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +7.1% | +4.3% | +2.7% | +5.0% |
| 30D | -30.9% | +0.1% | -31.0% | -31.4% |
| 3M | -23.1% | -9.4% | -13.7% | -20.3% |
| 6M | +8.1% | +8.8% | -0.7% | +2.2% |
| YTD | +60.2% | +9.6% | +50.6% | +48.7% |
| 1Y | +57.0% | +14.4% | +42.6% | +42.6% |
| 3Y | +152.9% | +134.5% | +18.4% | +56.8% |
| 5Y | +85.9% | +204.4% | -118.5% | 0.0% |
| 10Y | +1,896.5% | +697.3% | +1,199.3% | +494.4% |
| All | +7,554.6% | +2,156.7% | +5,397.9% | +1,078.3% |
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