+50.2%
FTNT vs PENG
+103.2%
-53.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -3.5% | -16.1% | +12.5% | -2.1% |
| 30D | -36.5% | -41.5% | +4.9% | -33.7% |
| 3M | -24.7% | -19.1% | -5.6% | -23.4% |
| 6M | +8.3% | +0.9% | +7.4% | +6.9% |
| YTD | +55.6% | +128.2% | -72.6% | +45.1% |
| 1Y | +50.2% | +98.6% | -48.4% | +40.5% |
| All | +50.2% | +103.2% | -53.0% | +40.5% |
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