+1.6%
PG vs FTNT
+140.8%
-139.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.6% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +0.8% | -3.0% | +3.8% | +0.8% |
| 3M | -1.3% | +7.6% | -8.9% | -1.1% |
| 6M | -3.8% | +87.0% | -90.8% | -2.7% |
| YTD | +3.6% | +96.5% | -92.9% | +4.8% |
| 1Y | -5.7% | +92.9% | -98.7% | -4.6% |
| 3Y | +1.6% | +139.8% | -138.3% | +3.4% |
| All | +1.6% | +140.8% | -139.2% | +3.4% |
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