+268.1%
FTNT vs PCOR
-30.9%
+299.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.2% | +1.4% |
| 7D | -5.8% | -9.0% | +3.1% | -2.7% |
| 30D | -4.8% | +4.2% | -8.9% | -6.2% |
| 3M | +4.4% | +14.4% | -10.0% | -1.2% |
| 6M | +88.8% | +0.2% | +88.6% | +85.4% |
| YTD | +96.8% | -20.3% | +117.1% | +107.9% |
| 1Y | +104.5% | -16.1% | +120.6% | +110.0% |
| 3Y | +156.8% | -14.7% | +171.5% | +149.0% |
| 5Y | +144.1% | -43.2% | +187.2% | +150.7% |
| All | +268.1% | -30.9% | +299.0% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling