+9,290.5%
FTNT vs PEGA
+373.0%
+8,917.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.2% |
| 7D | -0.1% | -3.0% | +2.9% | +0.8% |
| 30D | -3.0% | +15.9% | -18.9% | -7.9% |
| 3M | +7.6% | +10.8% | -3.3% | +2.5% |
| 6M | +87.0% | -16.5% | +103.5% | +95.1% |
| YTD | +96.5% | -39.0% | +135.6% | +125.6% |
| 1Y | +92.9% | -37.3% | +130.2% | +117.5% |
| 3Y | +139.8% | +59.2% | +80.7% | +78.7% |
| 5Y | +151.3% | -44.9% | +196.2% | +163.6% |
| 10Y | +2,082.2% | +182.6% | +1,899.6% | +1,181.1% |
| All | +9,290.5% | +373.0% | +8,917.5% | +4,267.4% |
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