+51.8%
FTNT vs PCAR
+12.4%
+39.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +1.2% |
| 7D | -25.7% | +3.7% | -29.3% | -25.5% |
| 30D | -29.7% | -2.9% | -26.8% | -29.9% |
| 3M | -23.1% | -21.7% | -1.4% | -23.6% |
| 6M | +45.0% | -6.6% | +51.6% | +44.2% |
| YTD | +62.9% | -2.2% | +65.2% | +59.6% |
| 1Y | +51.8% | +12.2% | +39.6% | +43.7% |
| All | +51.8% | +12.4% | +39.4% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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