+145.7%
FTNT vs PCOR
+47.4%
+98.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.5% | +20.7% | -24.3% | -9.1% |
| 30D | -36.5% | +35.7% | -72.2% | -42.3% |
| 3M | -24.7% | +31.1% | -55.8% | -31.0% |
| 6M | +8.3% | +43.1% | -34.8% | -3.8% |
| YTD | +55.6% | +4.8% | +50.8% | +49.6% |
| 1Y | +50.2% | -3.7% | +53.8% | +48.0% |
| All | +145.7% | +47.4% | +98.3% | +119.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling