+148.8%
FTNT vs PCAR
+168.1%
-19.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.8% |
| 3M | +4.4% | +5.9% | -1.5% | +1.9% |
| 6M | +88.8% | +0.4% | +88.4% | +86.7% |
| YTD | +96.8% | +14.8% | +82.0% | +84.1% |
| 1Y | +104.5% | +30.1% | +74.4% | +81.1% |
| 3Y | +156.8% | +66.7% | +90.1% | +92.6% |
| All | +148.8% | +168.1% | -19.3% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling