+51.8%
FTNT vs PRU
+27.9%
+24.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.6% | -5.6% | +0.7% |
| 7D | -25.7% | +9.8% | -35.4% | -26.0% |
| 30D | -29.7% | +11.6% | -41.3% | -30.3% |
| 3M | -23.1% | +3.7% | -26.8% | -22.7% |
| 6M | +45.0% | +33.0% | +12.0% | +40.1% |
| YTD | +62.9% | +16.6% | +46.4% | +56.9% |
| 1Y | +51.8% | +26.9% | +24.9% | +48.0% |
| All | +51.8% | +27.9% | +24.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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