+139.8%
FTNT vs PNR
-14.5%
+154.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -0.1% | -6.0% | +5.9% | +1.4% |
| 30D | -3.0% | -14.0% | +11.0% | +0.7% |
| 3M | +7.6% | -21.7% | +29.3% | +13.7% |
| 6M | +87.0% | -37.3% | +124.2% | +110.6% |
| YTD | +96.5% | -45.1% | +141.7% | +131.3% |
| 1Y | +92.9% | -49.1% | +142.1% | +133.9% |
| 3Y | +139.8% | -14.8% | +154.7% | +155.8% |
| All | +139.8% | -14.5% | +154.3% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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