+1,850.8%
FTNT vs PRU
+105.1%
+1,745.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.2% |
| 7D | -3.0% | +3.2% | -6.1% | -4.1% |
| 30D | -37.1% | +7.9% | -45.0% | -39.1% |
| 3M | -23.3% | +1.8% | -25.1% | -24.1% |
| 6M | +7.4% | +24.1% | -16.8% | -1.6% |
| YTD | +54.2% | +12.4% | +41.9% | +46.0% |
| 1Y | +49.7% | +20.9% | +28.8% | +37.7% |
| 3Y | +146.6% | +55.5% | +91.1% | +104.0% |
| 5Y | +75.4% | +42.7% | +32.8% | +49.4% |
| All | +1,850.8% | +105.1% | +1,745.7% | +1,352.0% |
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 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