+7,607.6%
FTNT vs PCAR
+628.3%
+6,979.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.2% | +2.6% |
| 7D | -1.0% | +2.2% | -3.2% | -1.9% |
| 30D | -33.6% | +0.3% | -33.9% | -33.8% |
| 3M | -20.9% | -17.9% | -2.9% | -14.0% |
| 6M | +11.0% | -3.4% | +14.4% | +11.4% |
| YTD | +61.3% | -0.1% | +61.4% | +57.6% |
| 1Y | +53.1% | +13.4% | +39.7% | +40.5% |
| 3Y | +152.1% | +37.2% | +114.9% | +104.2% |
| 5Y | +90.1% | +117.3% | -27.2% | +21.1% |
| 10Y | +1,910.4% | +295.0% | +1,615.4% | +788.7% |
| All | +7,607.6% | +628.3% | +6,979.3% | +2,244.2% |
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