+148.8%
FTNT vs PLD
+14.8%
+134.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -5.8% | -2.4% | -3.5% | -4.9% |
| 30D | -4.8% | -2.4% | -2.3% | -3.8% |
| 3M | +4.4% | -3.8% | +8.2% | +5.6% |
| 6M | +88.8% | 0.0% | +88.8% | +86.8% |
| YTD | +96.8% | +9.2% | +87.6% | +86.3% |
| 1Y | +104.5% | +25.9% | +78.5% | +80.3% |
| 3Y | +156.8% | +21.3% | +135.5% | +122.6% |
| All | +148.8% | +14.8% | +134.0% | +128.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 5y: compounded portfolio wealth divided by compounded PLD 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…
5y analysis · Full analysis span regression · 6 months rolling