+154.6%
FTNT vs PWR
+458.8%
-304.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.6% | -0.1% |
| 7D | -2.7% | +4.5% | -7.2% | -4.2% |
| 30D | -1.4% | -4.9% | +3.5% | +0.1% |
| 3M | +10.1% | -7.9% | +18.0% | +12.0% |
| 6M | +88.2% | +18.3% | +69.9% | +68.0% |
| YTD | +98.3% | +51.5% | +46.8% | +57.1% |
| 1Y | +96.0% | +70.3% | +25.6% | +45.5% |
| 3Y | +145.8% | +210.6% | -64.8% | +24.7% |
| 5Y | +154.6% | +456.7% | -302.0% | -17.1% |
| All | +154.6% | +458.8% | -304.2% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling