+7,554.6%
FTNT vs PEGA
+323.7%
+7,230.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | +7.1% | +0.1% | +7.0% | +6.9% |
| 30D | -30.9% | -4.1% | -26.7% | -29.9% |
| 3M | -23.1% | -2.8% | -20.3% | -22.5% |
| 6M | +8.1% | -0.4% | +8.5% | +6.8% |
| YTD | +60.2% | -45.4% | +105.6% | +90.9% |
| 1Y | +57.0% | -42.6% | +99.6% | +83.6% |
| 3Y | +152.9% | +45.4% | +107.5% | +94.7% |
| 5Y | +85.9% | -44.6% | +130.5% | +93.8% |
| 10Y | +1,896.5% | +91.2% | +1,805.4% | +1,237.0% |
| All | +7,554.6% | +323.7% | +7,230.9% | +3,595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling