+9,359.7%
FTNT vs PNR
+263.1%
+9,096.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.7% |
| 7D | +1.7% | -3.9% | +5.6% | +3.6% |
| 30D | -4.3% | -13.8% | +9.5% | +2.4% |
| 3M | +13.6% | -22.5% | +36.1% | +26.0% |
| 6M | +87.6% | -37.2% | +124.7% | +127.5% |
| YTD | +98.0% | -44.2% | +142.2% | +152.9% |
| 1Y | +96.9% | -46.6% | +143.6% | +156.6% |
| 3Y | +145.4% | -12.5% | +157.9% | +143.0% |
| 5Y | +153.0% | -19.3% | +172.3% | +156.1% |
| 10Y | +2,098.3% | +67.5% | +2,030.8% | +1,324.6% |
| All | +9,359.7% | +263.1% | +9,096.6% | +3,352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling