+148.8%
FTNT vs PRU
+48.6%
+100.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.4% |
| 7D | -5.8% | +1.9% | -7.7% | -6.8% |
| 30D | -4.8% | +2.7% | -7.5% | -6.1% |
| 3M | +4.4% | +19.5% | -15.0% | -4.7% |
| 6M | +88.8% | +26.6% | +62.1% | +66.6% |
| YTD | +96.8% | +12.3% | +84.5% | +84.1% |
| 1Y | +104.5% | +18.0% | +86.4% | +85.5% |
| 3Y | +156.8% | +47.0% | +109.7% | +99.6% |
| All | +148.8% | +48.6% | +100.2% | +96.6% |
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