+269.8%
PEP vs FTNT
+9,093.5%
-8,823.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | -5.8% | +4.5% | -0.9% |
| 30D | +0.2% | -4.8% | +5.0% | +0.5% |
| 3M | -1.1% | +4.4% | -5.5% | -1.8% |
| 6M | -13.5% | +88.8% | -102.3% | -18.8% |
| YTD | -1.2% | +96.8% | -98.0% | -7.8% |
| 1Y | -1.6% | +104.5% | -106.0% | -8.6% |
| 3Y | -12.5% | +156.8% | -169.3% | -22.4% |
| 5Y | +3.0% | +144.1% | -141.0% | -10.6% |
| 10Y | +73.9% | +2,021.8% | -1,947.9% | +18.7% |
| All | +269.8% | +9,093.5% | -8,823.7% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling