+2,072.5%
FTNT vs PEGA
+184.6%
+1,887.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.3% |
| 7D | -0.1% | -3.0% | +2.9% | +0.9% |
| 30D | -3.0% | +15.9% | -18.9% | -8.1% |
| 3M | +7.6% | +10.8% | -3.3% | +2.2% |
| 6M | +87.0% | -16.5% | +103.5% | +95.6% |
| YTD | +96.5% | -39.0% | +135.6% | +127.5% |
| 1Y | +92.9% | -37.3% | +130.2% | +119.1% |
| 3Y | +139.8% | +59.2% | +80.7% | +72.1% |
| 5Y | +151.3% | -44.9% | +196.2% | +182.4% |
| All | +2,072.5% | +184.6% | +1,887.8% | +1,256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling