+147.4%
FTNT vs PWR
+201.3%
-53.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -5.8% | +3.6% | -9.5% | -6.5% |
| 30D | -4.8% | -8.6% | +3.8% | -3.2% |
| 3M | +4.4% | -13.2% | +17.6% | +7.0% |
| 6M | +88.8% | +9.9% | +78.9% | +78.3% |
| YTD | +96.8% | +48.0% | +48.8% | +68.4% |
| 1Y | +104.5% | +66.2% | +38.3% | +67.4% |
| All | +147.4% | +201.3% | -53.9% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling