-12.5%
PEP vs FTNT
+149.8%
-162.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +0.1% | -2.7% | +2.8% | 0.0% |
| 30D | +0.7% | -1.4% | +2.0% | +0.7% |
| 3M | -0.5% | +10.1% | -10.6% | 0.0% |
| 6M | -11.3% | +88.2% | -99.5% | -9.1% |
| YTD | -0.6% | +98.3% | -98.9% | +2.1% |
| 1Y | +1.7% | +96.0% | -94.3% | +4.3% |
| 3Y | -12.5% | +145.8% | -158.3% | -9.2% |
| All | -12.5% | +149.8% | -162.2% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling