+145.8%
FTNT vs PTC
-8.0%
+153.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +3.3% |
| 7D | -2.7% | -12.8% | +10.1% | +3.4% |
| 30D | -1.4% | -9.8% | +8.4% | +3.3% |
| 3M | +10.1% | -2.1% | +12.2% | +9.8% |
| 6M | +88.2% | -18.1% | +106.3% | +105.6% |
| YTD | +98.3% | -23.5% | +121.8% | +123.1% |
| 1Y | +96.0% | -37.4% | +133.3% | +142.1% |
| 3Y | +145.8% | -7.2% | +153.0% | +146.0% |
| All | +145.8% | -8.0% | +153.8% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling