+75.4%
FTNT vs PTC
+55.4%
+20.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.9% |
| 7D | -3.0% | +0.8% | -3.8% | -3.3% |
| 30D | -37.1% | +0.7% | -37.8% | -37.3% |
| 3M | -23.3% | +32.6% | -55.9% | -34.9% |
| 6M | +7.4% | +33.6% | -26.2% | -10.6% |
| YTD | +54.2% | +12.4% | +41.8% | +42.3% |
| 1Y | +49.7% | +11.2% | +38.5% | +38.8% |
| 3Y | +146.6% | +31.7% | +114.9% | +95.7% |
| 5Y | +75.4% | +60.1% | +15.4% | +23.4% |
| All | +75.4% | +55.4% | +20.0% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling