+763.1%
FTNT vs PINS
-23.0%
+786.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.2% | +9.1% | +2.1% |
| 7D | +1.7% | -13.9% | +15.6% | +5.4% |
| 30D | -4.3% | -25.0% | +20.7% | +2.5% |
| 3M | +13.6% | -16.6% | +30.2% | +17.9% |
| 6M | +87.6% | -7.0% | +94.6% | +88.3% |
| YTD | +98.0% | -29.4% | +127.4% | +111.1% |
| 1Y | +96.9% | -49.9% | +146.8% | +126.4% |
| 3Y | +145.4% | -33.6% | +179.0% | +149.4% |
| 5Y | +153.0% | -66.8% | +219.8% | +182.2% |
| All | +763.1% | -23.0% | +786.1% | +519.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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