+89.8%
FTNT vs PCAR
+114.3%
-24.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +7.1% | +4.9% | +2.1% | +5.4% |
| 30D | -30.9% | -1.4% | -29.5% | -30.6% |
| 3M | -23.1% | -18.1% | -5.0% | -18.1% |
| 6M | +8.1% | -4.0% | +12.1% | +8.4% |
| YTD | +60.2% | -1.5% | +61.7% | +57.0% |
| 1Y | +57.0% | +13.2% | +43.8% | +45.0% |
| 3Y | +152.9% | +35.8% | +117.1% | +103.0% |
| All | +89.8% | +114.3% | -24.5% | +14.0% |
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 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