+162.8%
FTNT vs PEG
+36.3%
+126.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -0.1% | -0.9% | +0.7% | +0.1% |
| 30D | -3.0% | -3.7% | +0.8% | -2.1% |
| 3M | +7.6% | -7.3% | +14.9% | +9.5% |
| 6M | +87.0% | -10.5% | +97.4% | +91.6% |
| YTD | +96.5% | -7.5% | +104.0% | +98.7% |
| 1Y | +92.9% | -8.7% | +101.7% | +95.6% |
| 3Y | +139.8% | +31.4% | +108.5% | +109.0% |
| All | +162.8% | +36.3% | +126.5% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling