+1,789.3%
FTNT vs PCAR
+296.2%
+1,493.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.1% |
| 7D | -12.7% | +0.1% | -12.7% | -12.7% |
| 30D | -37.2% | -4.6% | -32.6% | -36.2% |
| 3M | -25.8% | -22.6% | -3.2% | -18.5% |
| 6M | +32.1% | -12.0% | +44.1% | +37.1% |
| YTD | +49.7% | -6.1% | +55.7% | +49.8% |
| 1Y | +47.6% | +6.3% | +41.2% | +39.8% |
| 3Y | +137.2% | +31.8% | +105.4% | +97.7% |
| 5Y | +74.2% | +104.2% | -30.0% | +17.0% |
| All | +1,789.3% | +296.2% | +1,493.1% | +827.0% |
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