+148.8%
FTNT vs PR
+433.6%
-284.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -5.8% | +2.9% | -8.8% | -6.3% |
| 30D | -4.8% | +18.0% | -22.8% | -7.2% |
| 3M | +4.4% | +16.9% | -12.4% | +1.7% |
| 6M | +88.8% | +28.2% | +60.6% | +80.2% |
| YTD | +96.8% | +69.3% | +27.5% | +79.1% |
| 1Y | +104.5% | +69.5% | +35.0% | +85.4% |
| 3Y | +156.8% | +81.7% | +75.1% | +125.6% |
| All | +148.8% | +433.6% | -284.8% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling