+2,098.3%
FTNT vs PCG
-76.0%
+2,174.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.2% |
| 7D | +1.7% | +6.5% | -4.7% | +1.2% |
| 30D | -4.3% | -16.7% | +12.5% | -3.0% |
| 3M | +13.6% | -14.2% | +27.8% | +14.6% |
| 6M | +87.6% | -21.5% | +109.0% | +90.6% |
| YTD | +98.0% | -11.2% | +109.2% | +98.7% |
| 1Y | +96.9% | -4.2% | +101.1% | +96.1% |
| 3Y | +145.4% | -14.9% | +160.3% | +146.4% |
| 5Y | +153.0% | +54.2% | +98.7% | +141.7% |
| 10Y | +2,098.3% | -75.3% | +2,173.6% | +2,085.5% |
| All | +2,098.3% | -76.0% | +2,174.3% | +2,085.5% |
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