+154.6%
FTNT vs PCG
+61.3%
+93.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | 0.0% |
| 7D | -2.7% | +5.4% | -8.1% | -3.8% |
| 30D | -1.4% | -15.1% | +13.8% | +1.5% |
| 3M | +10.1% | -9.8% | +19.9% | +11.2% |
| 6M | +88.2% | -18.0% | +106.2% | +94.6% |
| YTD | +98.3% | -7.2% | +105.5% | +96.7% |
| 1Y | +96.0% | +2.9% | +93.1% | +87.2% |
| 3Y | +145.8% | -11.1% | +156.9% | +142.9% |
| 5Y | +154.6% | +61.8% | +92.9% | +117.3% |
| All | +154.6% | +61.3% | +93.4% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling