+145.8%
FTNT vs PM
+124.9%
+20.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.8% |
| 7D | -2.7% | -1.3% | -1.4% | -2.7% |
| 30D | -1.4% | -2.6% | +1.2% | -1.4% |
| 3M | +10.1% | +5.8% | +4.3% | +9.7% |
| 6M | +88.2% | +10.6% | +77.6% | +86.8% |
| YTD | +98.3% | +17.2% | +81.1% | +95.4% |
| 1Y | +96.0% | +17.6% | +78.3% | +93.1% |
| 3Y | +145.8% | +124.3% | +21.5% | +112.3% |
| All | +145.8% | +124.9% | +20.9% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling