+104.5%
FTNT vs PCG
-6.6%
+111.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | +0.2% |
| 7D | -5.8% | -13.9% | +8.0% | -7.0% |
| 30D | -4.8% | -16.9% | +12.1% | -6.2% |
| 3M | +4.4% | -14.7% | +19.2% | +3.4% |
| 6M | +88.8% | -23.8% | +112.6% | +86.7% |
| YTD | +96.8% | -10.5% | +107.3% | +94.7% |
| 1Y | +104.5% | -5.1% | +109.6% | +102.8% |
| All | +104.5% | -6.6% | +111.0% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling