+51.8%
FTNT vs PCG
-14.1%
+65.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.1% |
| 7D | -25.7% | +1.9% | -27.6% | -25.4% |
| 30D | -29.7% | +8.5% | -38.2% | -28.8% |
| 3M | -23.1% | -22.9% | -0.2% | -25.4% |
| 6M | +45.0% | -16.8% | +61.7% | +43.5% |
| YTD | +62.9% | -15.8% | +78.7% | +60.5% |
| 1Y | +51.8% | -16.0% | +67.8% | +50.2% |
| All | +51.8% | -14.1% | +65.9% | +50.2% |
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