+152.4%
FTNT vs PCAR
+66.6%
+85.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.8% | -0.5% | -5.3% | -5.7% |
| 30D | -4.8% | -6.2% | +1.5% | -3.6% |
| 3M | +4.4% | +5.9% | -1.5% | +2.7% |
| 6M | +88.8% | +0.4% | +88.4% | +87.5% |
| YTD | +96.8% | +14.8% | +82.0% | +88.0% |
| 1Y | +104.5% | +30.1% | +74.4% | +87.6% |
| All | +152.4% | +66.6% | +85.9% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling