+2,063.6%
FTNT vs PRU
+139.4%
+1,924.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.6% |
| 7D | -2.7% | +1.9% | -4.6% | -3.5% |
| 30D | -1.4% | -0.4% | -0.9% | -1.3% |
| 3M | +10.1% | +16.4% | -6.3% | +3.8% |
| 6M | +88.2% | +26.0% | +62.2% | +71.7% |
| YTD | +98.3% | +9.9% | +88.4% | +90.0% |
| 1Y | +96.0% | +18.8% | +77.2% | +81.9% |
| 3Y | +145.8% | +45.3% | +100.4% | +109.3% |
| 5Y | +154.6% | +45.6% | +109.1% | +116.6% |
| 10Y | +2,063.6% | +139.6% | +1,924.0% | +1,374.3% |
| All | +2,063.6% | +139.4% | +1,924.3% | +1,374.3% |
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