+137.2%
FTNT vs PENG
+184.4%
-47.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.4% | -15.4% | -4.7% |
| 7D | -12.7% | -19.4% | +6.8% | -10.5% |
| 30D | -37.2% | -42.4% | +5.2% | -33.0% |
| 3M | -25.8% | -25.6% | -0.1% | -23.8% |
| 6M | +32.1% | +7.3% | +24.8% | +25.4% |
| YTD | +49.7% | +113.9% | -64.2% | +26.7% |
| 1Y | +47.6% | +93.6% | -46.0% | +26.6% |
| 3Y | +137.2% | +170.2% | -33.0% | +69.8% |
| All | +137.2% | +184.4% | -47.2% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling