+2,072.5%
FTNT vs PPG
+26.9%
+2,045.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -0.1% | -6.2% | +6.1% | +2.3% |
| 30D | -3.0% | -7.9% | +5.0% | +0.1% |
| 3M | +7.6% | -10.2% | +17.8% | +11.5% |
| 6M | +87.0% | +2.7% | +84.3% | +81.0% |
| YTD | +96.5% | +4.9% | +91.7% | +87.2% |
| 1Y | +92.9% | -3.2% | +96.1% | +89.9% |
| 3Y | +139.8% | -17.0% | +156.8% | +147.4% |
| 5Y | +151.3% | -23.3% | +174.7% | +162.2% |
| All | +2,072.5% | +26.9% | +2,045.6% | +1,586.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling