+154.6%
FTNT vs PEGA
-47.9%
+202.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +4.9% | +1.9% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | -1.4% | +9.6% | -11.0% | -4.0% |
| 3M | +10.1% | +2.3% | +7.8% | +8.3% |
| 6M | +88.2% | -23.9% | +112.1% | +100.5% |
| YTD | +98.3% | -39.8% | +138.1% | +123.9% |
| 1Y | +96.0% | -37.4% | +133.4% | +117.4% |
| 3Y | +145.8% | +53.1% | +92.6% | +96.4% |
| 5Y | +154.6% | -47.2% | +201.9% | +234.2% |
| All | +154.6% | -47.9% | +202.6% | +234.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling