+53.1%
FTNT vs PR
+73.4%
-20.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +3.8% |
| 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% | -19.6% |
| 6M | +11.0% | +12.4% | -1.5% | +14.3% |
| YTD | +61.3% | +62.9% | -1.5% | +71.0% |
| 1Y | +53.1% | +70.6% | -17.5% | +58.8% |
| All | +53.1% | +73.4% | -20.3% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling