+137.2%
FTNT vs PR
+64.2%
+73.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.3% |
| 7D | -12.7% | -16.4% | +3.7% | -10.2% |
| 30D | -37.2% | -1.9% | -35.3% | -37.0% |
| 3M | -25.8% | +8.0% | -33.7% | -26.8% |
| 6M | +32.1% | +4.1% | +28.0% | +30.6% |
| YTD | +49.7% | +58.7% | -9.0% | +34.5% |
| 1Y | +47.6% | +75.8% | -28.3% | +29.2% |
| 3Y | +137.2% | +73.2% | +64.0% | +105.0% |
| All | +137.2% | +64.2% | +73.0% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling