+1,910.4%
FTNT vs PPL
+65.2%
+1,845.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.9% |
| 7D | -1.0% | -1.0% | 0.0% | -0.8% |
| 30D | -33.6% | +3.0% | -36.6% | -34.2% |
| 3M | -20.9% | +1.1% | -22.0% | -21.4% |
| 6M | +11.0% | -0.8% | +11.7% | +10.5% |
| YTD | +61.3% | +3.5% | +57.9% | +58.2% |
| 1Y | +53.1% | -0.9% | +54.0% | +51.9% |
| 3Y | +152.1% | +54.2% | +97.9% | +117.4% |
| 5Y | +90.1% | +46.3% | +43.8% | +66.4% |
| 10Y | +1,910.4% | +65.0% | +1,845.3% | +1,512.6% |
| All | +1,910.4% | +65.2% | +1,845.1% | +1,512.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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