+48.8%
FTNT vs PPL
+0.9%
+47.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +2.9% |
| 7D | -3.0% | -1.2% | -1.7% | -3.7% |
| 30D | -37.1% | +4.2% | -41.3% | -35.4% |
| 3M | -23.3% | +1.5% | -24.8% | -22.0% |
| 6M | +7.4% | +1.0% | +6.3% | +9.3% |
| YTD | +54.2% | +4.4% | +49.8% | +60.2% |
| All | +48.8% | +0.9% | +47.9% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling