+139.8%
FTNT vs PPG
-17.4%
+157.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -0.1% | -6.2% | +6.1% | +1.0% |
| 30D | -3.0% | -7.9% | +5.0% | -1.5% |
| 3M | +7.6% | -10.2% | +17.8% | +9.5% |
| 6M | +87.0% | +2.7% | +84.3% | +82.9% |
| YTD | +96.5% | +4.9% | +91.7% | +89.7% |
| 1Y | +92.9% | -3.2% | +96.1% | +91.2% |
| 3Y | +139.8% | -17.0% | +156.8% | +145.9% |
| All | +139.8% | -17.4% | +157.2% | +145.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling