+50.2%
FTNT vs PRU
+22.1%
+28.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -3.5% | +3.8% | -7.3% | -3.7% |
| 30D | -36.5% | +9.0% | -45.6% | -37.0% |
| 3M | -24.7% | +2.1% | -26.9% | -24.4% |
| 6M | +8.3% | +25.4% | -17.1% | +5.0% |
| YTD | +55.6% | +13.5% | +42.1% | +50.0% |
| 1Y | +50.2% | +21.3% | +28.8% | +44.0% |
| All | +50.2% | +22.1% | +28.1% | +44.0% |
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