+179.9%
FTNT vs PCOR
-10.3%
+190.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -12.7% | +22.7% | -35.4% | -19.3% |
| 30D | -37.2% | +37.5% | -74.7% | -44.2% |
| 3M | -25.8% | +35.2% | -61.0% | -33.9% |
| 6M | +32.1% | +42.2% | -10.1% | +14.5% |
| YTD | +49.7% | +3.6% | +46.1% | +43.0% |
| 1Y | +47.6% | -4.8% | +52.3% | +45.2% |
| 3Y | +137.2% | +48.3% | +88.9% | +87.1% |
| 5Y | +74.2% | -20.1% | +94.2% | +60.6% |
| All | +179.9% | -10.3% | +190.2% | +155.7% |
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