+137.2%
FTNT vs PL
+455.3%
-318.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.4% | -13.4% | -4.0% |
| 7D | -12.7% | -6.8% | -5.8% | -12.2% |
| 30D | -37.2% | -29.3% | -7.9% | -35.3% |
| 3M | -25.8% | -44.8% | +19.0% | -22.0% |
| 6M | +32.1% | -68.4% | +100.5% | +43.7% |
| YTD | +49.7% | -36.4% | +86.0% | +49.0% |
| 1Y | +47.6% | +0.7% | +46.8% | +38.5% |
| 3Y | +137.2% | +455.3% | -318.1% | +77.3% |
| All | +137.2% | +455.3% | -318.1% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling