+94.5%
FTNT vs PENG
+108.1%
-13.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -0.7% |
| 7D | -5.8% | +4.5% | -10.4% | -6.3% |
| 30D | -4.8% | -7.1% | +2.3% | -4.3% |
| 3M | +4.4% | -27.3% | +31.7% | +6.3% |
| 6M | +88.8% | +169.6% | -80.8% | +72.5% |
| YTD | +96.8% | +164.6% | -67.8% | +78.5% |
| All | +94.5% | +108.1% | -13.6% | +76.6% |
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