+1,910.4%
FTNT vs PM
+254.9%
+1,655.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | -1.0% | -7.1% | +6.1% | +0.7% |
| 30D | -33.6% | -2.8% | -30.8% | -33.4% |
| 3M | -20.9% | +6.3% | -27.2% | -22.4% |
| 6M | +11.0% | +9.6% | +1.3% | +7.4% |
| YTD | +61.3% | +25.6% | +35.7% | +49.4% |
| 1Y | +53.1% | +29.7% | +23.5% | +40.3% |
| 3Y | +152.1% | +147.6% | +4.5% | +83.5% |
| 5Y | +90.1% | +160.1% | -70.0% | +34.9% |
| 10Y | +1,910.4% | +260.9% | +1,649.5% | +1,129.3% |
| All | +1,910.4% | +254.9% | +1,655.5% | +1,129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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