+51.8%
FTNT vs PENG
+120.5%
-68.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.1% | +10.1% | +2.0% |
| 7D | -25.7% | -20.5% | -5.2% | -24.0% |
| 30D | -29.7% | -20.4% | -9.4% | -28.2% |
| 3M | -23.1% | -16.4% | -6.7% | -21.9% |
| 6M | +45.0% | +49.2% | -4.2% | +38.7% |
| YTD | +62.9% | +147.2% | -84.2% | +48.3% |
| 1Y | +51.8% | +124.7% | -72.8% | +38.9% |
| All | +51.8% | +120.5% | -68.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling