+157.5%
FTNT vs PL
+540.6%
-383.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.4% |
| 7D | +5.7% | +22.3% | -16.5% | +3.6% |
| 30D | -32.1% | -8.3% | -23.8% | -31.7% |
| 3M | -19.5% | -43.3% | +23.8% | -15.7% |
| 6M | +13.8% | -65.8% | +79.6% | +23.1% |
| YTD | +63.1% | -29.5% | +92.6% | +60.8% |
| 1Y | +57.7% | +11.7% | +46.0% | +46.5% |
| All | +157.5% | +540.6% | -383.0% | +93.0% |
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