+1,966.6%
FTNT vs PR
+147.8%
+1,818.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.9% | -0.5% | -5.0% |
| 7D | -11.9% | -16.5% | +4.6% | -10.9% |
| 30D | -35.9% | -4.5% | -31.4% | -35.8% |
| 3M | -25.4% | +8.5% | -33.9% | -25.8% |
| 6M | +36.2% | -3.3% | +39.6% | +36.2% |
| YTD | +54.3% | +55.7% | -1.4% | +49.5% |
| 1Y | +42.5% | +82.0% | -39.6% | +36.6% |
| 3Y | +142.7% | +62.5% | +80.2% | +133.0% |
| 5Y | +79.5% | +223.9% | -144.4% | +64.2% |
| 10Y | +1,883.6% | +64.2% | +1,819.4% | +1,829.3% |
| All | +1,966.6% | +147.8% | +1,818.8% | +1,941.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling