+85.5%
FTNT vs PEGA
-46.7%
+132.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -3.5% | -8.2% | +4.7% | -1.2% |
| 30D | -36.5% | -11.6% | -25.0% | -34.3% |
| 3M | -24.7% | -4.2% | -20.6% | -23.9% |
| 6M | +8.3% | -12.0% | +20.3% | +11.2% |
| YTD | +55.6% | -46.9% | +102.5% | +82.0% |
| 1Y | +50.2% | -47.0% | +97.2% | +75.6% |
| 3Y | +143.2% | +40.9% | +102.3% | +99.2% |
| 5Y | +85.5% | -45.4% | +130.8% | +144.9% |
| All | +85.5% | -46.7% | +132.2% | +144.9% |
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 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