+7,554.6%
FTNT vs PEG
+354.1%
+7,200.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | +7.1% | +4.5% | +2.5% | +5.5% |
| 30D | -30.9% | +7.5% | -38.4% | -32.7% |
| 3M | -23.1% | +0.8% | -23.9% | -23.6% |
| 6M | +8.1% | 0.0% | +8.1% | +7.3% |
| YTD | +60.2% | -3.0% | +63.2% | +59.7% |
| 1Y | +57.0% | -4.7% | +61.7% | +57.5% |
| 3Y | +152.9% | +36.5% | +116.4% | +118.3% |
| 5Y | +85.9% | +44.4% | +41.5% | +55.8% |
| 10Y | +1,896.5% | +170.2% | +1,726.3% | +1,160.1% |
| All | +7,554.6% | +354.1% | +7,200.6% | +3,401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling