+9,303.7%
FTNT vs PM
+686.8%
+8,617.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.6% |
| 7D | -5.8% | -4.9% | -1.0% | -4.4% |
| 30D | -4.8% | -3.4% | -1.4% | -3.9% |
| 3M | +4.4% | +5.2% | -0.8% | +1.9% |
| 6M | +88.8% | +3.7% | +85.1% | +83.7% |
| YTD | +96.8% | +15.8% | +81.0% | +83.7% |
| 1Y | +104.5% | +17.4% | +87.1% | +89.0% |
| 3Y | +156.8% | +116.9% | +39.8% | +82.5% |
| 5Y | +144.1% | +117.3% | +26.7% | +71.4% |
| 10Y | +2,021.8% | +193.8% | +1,828.0% | +1,146.6% |
| All | +9,303.7% | +686.8% | +8,617.0% | +2,935.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling