+7,268.8%
FTNT vs PTC
+1,118.1%
+6,150.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.6% | +2.8% |
| 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% | -36.2% |
| 6M | +7.4% | +33.6% | -26.2% | -12.7% |
| YTD | +54.2% | +12.4% | +41.8% | +37.9% |
| 1Y | +49.7% | +11.2% | +38.5% | +34.5% |
| 3Y | +146.6% | +31.7% | +114.9% | +97.1% |
| 5Y | +75.4% | +60.1% | +15.4% | +24.8% |
| 10Y | +1,828.7% | +317.2% | +1,511.5% | +642.4% |
| All | +7,268.8% | +1,118.1% | +6,150.7% | +1,390.7% |
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