+1,910.4%
FTNT vs PCG
-76.4%
+1,986.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.6% | +3.8% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | -33.6% | -0.5% | -33.2% | -33.6% |
| 3M | -20.9% | -24.0% | +3.1% | -19.3% |
| 6M | +11.0% | -18.6% | +29.6% | +12.3% |
| YTD | +61.3% | -17.7% | +79.0% | +62.8% |
| 1Y | +53.1% | -20.0% | +73.1% | +54.9% |
| 3Y | +152.1% | -20.2% | +172.3% | +154.4% |
| 5Y | +90.1% | +8.4% | +81.8% | +86.4% |
| 10Y | +1,910.4% | -76.4% | +1,986.7% | +1,893.7% |
| All | +1,910.4% | -76.4% | +1,986.8% | +1,893.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling