+9,303.7%
FTNT vs PCG
-53.0%
+9,356.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.3% |
| 7D | -5.8% | -13.9% | +8.0% | -4.7% |
| 30D | -4.8% | -16.9% | +12.1% | -3.3% |
| 3M | +4.4% | -14.7% | +19.2% | +5.6% |
| 6M | +88.8% | -23.8% | +112.6% | +93.0% |
| YTD | +96.8% | -10.5% | +107.3% | +97.5% |
| 1Y | +104.5% | -5.1% | +109.6% | +103.6% |
| 3Y | +156.8% | -11.6% | +168.4% | +156.9% |
| 5Y | +144.1% | +59.0% | +85.0% | +129.9% |
| 10Y | +2,021.8% | -75.7% | +2,097.5% | +2,372.4% |
| All | +9,303.7% | -53.0% | +9,356.7% | +7,863.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling