+69.2%
FTNT vs PRU
+36.1%
+33.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -1.7% |
| 7D | -12.7% | +2.4% | -15.1% | -13.7% |
| 30D | -37.2% | +6.1% | -43.3% | -39.3% |
| 3M | -25.8% | -0.7% | -25.0% | -25.9% |
| 6M | +32.1% | +22.1% | +10.1% | +18.3% |
| YTD | +49.7% | +9.8% | +39.9% | +40.6% |
| 1Y | +47.6% | +19.4% | +28.2% | +32.2% |
| 3Y | +137.2% | +50.4% | +86.8% | +78.9% |
| All | +69.2% | +36.1% | +33.1% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling