+219.2%
PENG vs FIVN
-55.3%
+274.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.2% | +9.2% | +10.1% |
| 7D | +1.9% | -22.8% | +24.6% | +6.6% |
| 30D | -37.8% | -21.3% | -16.5% | -35.1% |
| 3M | -14.1% | -14.0% | -0.1% | -12.4% |
| 6M | +13.1% | +31.1% | -18.0% | +3.3% |
| YTD | +151.8% | +40.0% | +111.8% | +119.9% |
| 1Y | +136.0% | +38.1% | +97.9% | +106.6% |
| All | +219.2% | -55.3% | +274.5% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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