+214.1%
FTNT vs PL
+46.3%
+167.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -1.0% | +13.4% | -14.4% | -2.7% |
| 30D | -33.6% | -10.2% | -23.5% | -32.9% |
| 3M | -20.9% | -39.5% | +18.6% | -16.3% |
| 6M | +11.0% | -65.7% | +76.7% | +24.1% |
| YTD | +61.3% | -27.3% | +88.6% | +58.4% |
| 1Y | +53.1% | +15.0% | +38.1% | +39.2% |
| 3Y | +152.1% | +560.8% | -408.8% | +57.0% |
| 5Y | +90.1% | +38.4% | +51.7% | +38.7% |
| All | +214.1% | +46.3% | +167.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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