+69.2%
FTNT vs PPL
+47.9%
+21.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -12.7% | +0.4% | -13.1% | -12.8% |
| 30D | -37.2% | +5.4% | -42.7% | -38.1% |
| 3M | -25.8% | +4.3% | -30.0% | -26.8% |
| 6M | +32.1% | -1.3% | +33.5% | +32.0% |
| YTD | +49.7% | +4.7% | +45.0% | +45.7% |
| 1Y | +47.6% | +1.3% | +46.3% | +45.4% |
| 3Y | +137.2% | +57.2% | +80.0% | +87.5% |
| All | +69.2% | +47.9% | +21.3% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling