+104.5%
FTNT vs PEG
-7.0%
+111.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | -0.1% |
| 7D | -5.8% | +0.7% | -6.5% | -5.6% |
| 30D | -4.8% | -2.4% | -2.3% | -5.7% |
| 3M | +4.4% | -4.8% | +9.2% | +2.6% |
| 6M | +88.8% | -10.7% | +99.5% | +84.3% |
| YTD | +96.8% | -6.7% | +103.5% | +93.1% |
| 1Y | +104.5% | -6.8% | +111.3% | +101.4% |
| All | +104.5% | -7.0% | +111.5% | +101.4% |
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