+1,393.0%
FTNT vs PENG
+597.2%
+795.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +12.4% | -15.4% | -5.3% |
| 7D | -12.7% | -19.4% | +6.8% | -9.8% |
| 30D | -37.2% | -42.4% | +5.2% | -31.3% |
| 3M | -25.8% | -25.6% | -0.1% | -23.4% |
| 6M | +32.1% | +7.3% | +24.8% | +22.4% |
| YTD | +49.7% | +113.9% | -64.2% | +18.7% |
| 1Y | +47.6% | +93.6% | -46.0% | +19.0% |
| 3Y | +137.2% | +170.2% | -33.0% | +67.3% |
| 5Y | +74.2% | +44.2% | +30.0% | +31.7% |
| All | +1,393.0% | +597.2% | +795.8% | +741.2% |
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