-11.8%
PYPL vs FTNT
+149.8%
-161.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +1.7% | -2.7% | +4.4% | +2.3% |
| 30D | -9.7% | -1.4% | -8.4% | -9.6% |
| 3M | +29.2% | +10.1% | +19.1% | +25.3% |
| 6M | +13.9% | +88.2% | -74.3% | -5.0% |
| YTD | -8.1% | +98.3% | -106.4% | -24.6% |
| 1Y | -21.4% | +96.0% | -117.3% | -35.3% |
| 3Y | -11.8% | +145.8% | -157.6% | -27.5% |
| All | -11.8% | +149.8% | -161.6% | -27.5% |
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 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