+774.7%
PLTR vs FTNT
+154.0%
+620.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.7% | -1.5% | +0.5% |
| 7D | +0.4% | -1.0% | +1.4% | +1.0% |
| 30D | -17.5% | -33.6% | +16.1% | -2.0% |
| 3M | -1.5% | -20.9% | +19.4% | +7.4% |
| 6M | +25.9% | +11.0% | +15.0% | +17.9% |
| YTD | -3.0% | +61.3% | -64.3% | -24.6% |
| 1Y | -9.7% | +53.1% | -62.8% | -28.0% |
| All | +774.7% | +154.0% | +620.7% | +498.2% |
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