+1,910.4%
FTNT vs PR
+72.8%
+1,837.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | -33.6% | -4.6% | -29.0% | -33.4% |
| 3M | -20.9% | +4.7% | -25.6% | -21.2% |
| 6M | +11.0% | +12.4% | -1.5% | +10.0% |
| YTD | +61.3% | +62.9% | -1.5% | +55.8% |
| 1Y | +53.1% | +70.6% | -17.5% | +47.4% |
| 3Y | +152.1% | +90.0% | +62.1% | +139.8% |
| 5Y | +90.1% | +255.5% | -165.4% | +72.9% |
| 10Y | +1,910.4% | +78.7% | +1,831.6% | +1,872.6% |
| All | +1,910.4% | +72.8% | +1,837.6% | +1,872.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling