+1,947.1%
FTNT vs PCAR
+287.3%
+1,659.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | +5.7% | +2.1% | +3.6% | +4.9% |
| 30D | -32.1% | -1.2% | -30.9% | -31.9% |
| 3M | -19.5% | -18.6% | -0.9% | -13.1% |
| 6M | +13.8% | -5.1% | +18.8% | +14.9% |
| YTD | +63.1% | -1.8% | +64.9% | +60.6% |
| 1Y | +57.7% | +10.6% | +47.1% | +47.2% |
| 3Y | +154.9% | +34.9% | +120.0% | +110.6% |
| 5Y | +89.3% | +114.0% | -24.7% | +24.4% |
| All | +1,947.1% | +287.3% | +1,659.8% | +848.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling