+7,607.6%
FTNT vs PTC
+1,119.8%
+6,487.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.2% |
| 30D | -33.6% | +0.9% | -34.5% | -33.9% |
| 3M | -20.9% | +30.4% | -51.2% | -33.6% |
| 6M | +11.0% | +34.4% | -23.4% | -10.1% |
| YTD | +61.3% | +12.6% | +48.7% | +44.2% |
| 1Y | +53.1% | +10.2% | +42.9% | +38.3% |
| 3Y | +152.1% | +29.4% | +122.7% | +103.4% |
| 5Y | +90.1% | +63.7% | +26.4% | +33.6% |
| 10Y | +1,910.4% | +316.9% | +1,593.5% | +674.2% |
| All | +7,607.6% | +1,119.8% | +6,487.8% | +1,458.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling