+32.1%
FTNT vs PPL
-2.6%
+34.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -3.6% |
| 7D | -12.7% | +0.4% | -13.1% | -12.2% |
| 30D | -37.2% | +5.4% | -42.7% | -33.9% |
| 3M | -25.8% | +4.3% | -30.0% | -22.6% |
| 6M | +32.1% | -1.3% | +33.5% | +35.2% |
| All | +32.1% | -2.6% | +34.7% | +35.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling