-0.5%
PLTR vs FTNT
+98.7%
-99.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.7% |
| 7D | -9.1% | +1.6% | -10.7% | -9.9% |
| 30D | -5.2% | -1.9% | -3.3% | -4.5% |
| 3M | +27.4% | +14.4% | +13.0% | +18.9% |
| 6M | +9.7% | +88.7% | -78.9% | -21.5% |
| YTD | -6.7% | +100.0% | -106.7% | -36.5% |
| 1Y | -0.5% | +99.9% | -100.4% | -29.3% |
| All | -0.5% | +98.7% | -99.3% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling