+89.8%
FTNT vs PPL
+47.4%
+42.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | +7.1% | -0.4% | +7.4% | +7.1% |
| 30D | -30.9% | +2.6% | -33.5% | -31.4% |
| 3M | -23.1% | +0.8% | -23.9% | -23.4% |
| 6M | +8.1% | +1.4% | +6.7% | +7.0% |
| YTD | +60.2% | +4.3% | +55.9% | +56.0% |
| 1Y | +57.0% | +0.8% | +56.3% | +54.8% |
| 3Y | +152.9% | +57.9% | +95.0% | +99.0% |
| All | +89.8% | +47.4% | +42.4% | +54.2% |
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