+87.2%
FTNT vs PCOR
-12.6%
+99.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.1% |
| 7D | -1.0% | +2.5% | -3.5% | -1.8% |
| 30D | -33.6% | +37.9% | -71.5% | -41.2% |
| 3M | -20.9% | +32.0% | -52.8% | -29.1% |
| 6M | +11.0% | +54.7% | -43.8% | -7.0% |
| YTD | +61.3% | +6.6% | +54.7% | +52.5% |
| 1Y | +53.1% | -1.7% | +54.8% | +49.0% |
| 3Y | +152.1% | +49.0% | +103.1% | +96.6% |
| All | +87.2% | -12.6% | +99.8% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling