+2,098.3%
FTNT vs PWR
+2,367.8%
-269.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.5% |
| 7D | +1.7% | +2.7% | -0.9% | +0.8% |
| 30D | -4.3% | -5.1% | +0.9% | -2.8% |
| 3M | +13.6% | -9.4% | +23.0% | +16.1% |
| 6M | +87.6% | +10.4% | +77.2% | +74.0% |
| YTD | +98.0% | +48.6% | +49.3% | +61.8% |
| 1Y | +96.9% | +68.0% | +28.9% | +52.0% |
| 3Y | +145.4% | +204.7% | -59.3% | +41.0% |
| 5Y | +153.0% | +451.9% | -299.0% | +11.7% |
| 10Y | +2,098.3% | +2,425.3% | -327.1% | +404.7% |
| All | +2,098.3% | +2,367.8% | -269.6% | +404.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling