+92.9%
FTNT vs PM
+19.3%
+73.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.6% |
| 7D | -0.1% | +4.7% | -4.8% | +0.8% |
| 30D | -3.0% | +2.6% | -5.6% | -2.5% |
| 3M | +7.6% | +6.6% | +1.0% | +8.9% |
| 6M | +87.0% | +16.5% | +70.5% | +91.3% |
| YTD | +96.5% | +21.2% | +75.4% | +103.0% |
| 1Y | +92.9% | +17.9% | +75.0% | +101.0% |
| All | +92.9% | +19.3% | +73.6% | +101.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling