+9,359.7%
FTNT vs PPG
+381.9%
+8,977.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | +0.9% |
| 7D | +1.7% | -3.7% | +5.5% | +3.5% |
| 30D | -4.3% | -7.2% | +2.9% | -1.0% |
| 3M | +13.6% | -7.3% | +20.9% | +16.7% |
| 6M | +87.6% | +0.3% | +87.3% | +82.8% |
| YTD | +98.0% | +6.5% | +91.5% | +85.9% |
| 1Y | +96.9% | +0.5% | +96.4% | +89.7% |
| 3Y | +145.4% | -15.3% | +160.7% | +151.4% |
| 5Y | +153.0% | -22.9% | +175.9% | +166.2% |
| 10Y | +2,098.3% | +28.4% | +2,069.9% | +1,501.6% |
| All | +9,359.7% | +381.9% | +8,977.7% | +2,614.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling