+1,910.4%
FTNT vs PRU
+99.2%
+1,811.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +7.1% | +3.6% | +3.4% | +5.6% |
| 30D | -30.9% | +8.9% | -39.7% | -33.2% |
| 3M | -23.1% | +0.2% | -23.3% | -23.5% |
| 6M | +8.1% | +23.7% | -15.6% | -0.8% |
| YTD | +60.2% | +13.7% | +46.5% | +50.9% |
| 1Y | +57.0% | +20.6% | +36.4% | +44.5% |
| 3Y | +152.9% | +56.3% | +96.6% | +108.8% |
| 5Y | +85.9% | +42.3% | +43.6% | +58.3% |
| All | +1,910.4% | +99.2% | +1,811.2% | +1,340.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling