+154.6%
FTNT vs PM
+122.3%
+32.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.6% |
| 7D | -2.7% | -1.3% | -1.4% | -2.6% |
| 30D | -1.4% | -2.6% | +1.2% | -1.1% |
| 3M | +10.1% | +5.8% | +4.3% | +8.7% |
| 6M | +88.2% | +10.6% | +77.6% | +83.9% |
| YTD | +98.3% | +17.2% | +81.1% | +90.9% |
| 1Y | +96.0% | +17.6% | +78.3% | +88.1% |
| 3Y | +145.8% | +124.3% | +21.5% | +90.2% |
| 5Y | +154.6% | +125.1% | +29.6% | +99.4% |
| All | +154.6% | +122.3% | +32.4% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling