+9,303.7%
FTNT vs PCAR
+737.1%
+8,566.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.8% | -0.5% | -5.3% | -5.6% |
| 30D | -4.8% | -6.2% | +1.5% | -2.2% |
| 3M | +4.4% | +5.9% | -1.5% | +1.2% |
| 6M | +88.8% | +0.4% | +88.4% | +85.8% |
| YTD | +96.8% | +14.8% | +82.0% | +81.4% |
| 1Y | +104.5% | +30.1% | +74.4% | +76.7% |
| 3Y | +156.8% | +66.7% | +90.1% | +90.4% |
| 5Y | +144.1% | +166.1% | -22.1% | +41.8% |
| 10Y | +2,021.8% | +353.7% | +1,668.1% | +783.1% |
| All | +9,303.7% | +737.1% | +8,566.6% | +2,597.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling