+51.8%
FTNT vs PEG
-6.2%
+58.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.3% |
| 7D | -25.7% | +1.0% | -26.7% | -25.0% |
| 30D | -29.7% | +6.6% | -36.3% | -27.1% |
| 3M | -23.1% | -3.1% | -20.0% | -24.2% |
| 6M | +45.0% | -7.4% | +52.4% | +40.8% |
| YTD | +62.9% | -6.4% | +69.4% | +60.2% |
| 1Y | +51.8% | -7.4% | +59.3% | +48.2% |
| All | +51.8% | -6.2% | +58.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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