-77.0%
PATH vs FTNT
+72.2%
-149.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.6% |
| 7D | -5.3% | -12.7% | +7.4% | +2.0% |
| 30D | -0.5% | -37.2% | +36.7% | +27.0% |
| 3M | -7.1% | -25.8% | +18.6% | +7.0% |
| 6M | +23.8% | +32.1% | -8.3% | +0.2% |
| YTD | -20.7% | +49.7% | -70.3% | -40.4% |
| 1Y | -8.1% | +47.6% | -55.6% | -30.2% |
| 3Y | -21.8% | +137.2% | -159.0% | -58.7% |
| All | -77.0% | +72.2% | -149.2% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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