+9,303.7%
FTNT vs PPL
+165.2%
+9,138.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | +2.7% | -8.5% | -6.6% |
| 30D | -4.8% | +0.5% | -5.2% | -5.0% |
| 3M | +4.4% | +0.7% | +3.8% | +3.8% |
| 6M | +88.8% | -7.6% | +96.4% | +92.0% |
| YTD | +96.8% | +1.8% | +95.0% | +94.0% |
| 1Y | +104.5% | -0.8% | +105.2% | +102.7% |
| 3Y | +156.8% | +56.9% | +99.9% | +117.9% |
| 5Y | +144.1% | +39.5% | +104.5% | +114.7% |
| 10Y | +2,021.8% | +55.4% | +1,966.4% | +1,624.5% |
| All | +9,303.7% | +165.2% | +9,138.5% | +6,425.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling