+154.6%
FTNT vs PENG
+107.7%
+46.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -2.7% | +7.8% | -10.5% | -4.1% |
| 30D | -1.4% | -12.2% | +10.8% | +0.7% |
| 3M | +10.1% | -20.6% | +30.7% | +11.7% |
| 6M | +88.2% | +180.9% | -92.7% | +45.1% |
| YTD | +98.3% | +162.3% | -64.0% | +53.8% |
| 1Y | +96.0% | +107.3% | -11.3% | +58.1% |
| 3Y | +145.8% | +110.8% | +35.0% | +78.1% |
| 5Y | +154.6% | +117.8% | +36.8% | +90.5% |
| All | +154.6% | +107.7% | +46.9% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling