+1,863.4%
FTNT vs PENG
+762.7%
+1,100.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.5% | -1.3% |
| 7D | -5.8% | +4.5% | -10.4% | -6.7% |
| 30D | -4.8% | -7.1% | +2.3% | -3.8% |
| 3M | +4.4% | -27.3% | +31.7% | +7.5% |
| 6M | +88.8% | +169.6% | -80.8% | +47.4% |
| YTD | +96.8% | +164.6% | -67.8% | +53.1% |
| 1Y | +104.5% | +109.5% | -5.0% | +65.2% |
| 3Y | +156.8% | +98.9% | +57.8% | +91.4% |
| 5Y | +144.1% | +116.3% | +27.8% | +73.5% |
| All | +1,863.4% | +762.7% | +1,100.8% | +985.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling