+51.8%
FTNT vs PCOR
+4.0%
+47.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +19.7% | -18.7% | -3.7% |
| 7D | -25.7% | +21.8% | -47.5% | -29.5% |
| 30D | -29.7% | +39.5% | -69.3% | -35.7% |
| 3M | -23.1% | +35.2% | -58.4% | -29.1% |
| 6M | +45.0% | +21.7% | +23.3% | +36.4% |
| YTD | +62.9% | +3.9% | +59.0% | +47.4% |
| 1Y | +51.8% | +6.9% | +44.9% | +39.4% |
| All | +51.8% | +4.0% | +47.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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