+152.4%
FTNT vs PL
+454.1%
-301.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -5.8% | -9.3% | +3.5% | -5.1% |
| 30D | -4.8% | -18.9% | +14.1% | -3.1% |
| 3M | +4.4% | -58.4% | +62.8% | +11.7% |
| 6M | +88.8% | -30.3% | +119.1% | +89.3% |
| YTD | +96.8% | -8.1% | +104.9% | +90.2% |
| 1Y | +104.5% | +180.5% | -76.0% | +70.8% |
| All | +152.4% | +454.1% | -301.7% | +83.1% |
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