+43.6%
PENG vs FIVN
-81.1%
+124.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -17.6% | +30.0% | +17.1% |
| 7D | -19.4% | -22.6% | +3.2% | -14.2% |
| 30D | -42.4% | -16.8% | -25.6% | -39.8% |
| 3M | -25.6% | -0.9% | -24.8% | -27.2% |
| 6M | +7.3% | +28.4% | -21.1% | -5.1% |
| YTD | +113.9% | +40.2% | +73.6% | +77.6% |
| 1Y | +93.6% | +30.5% | +63.0% | +64.2% |
| 3Y | +170.2% | -56.2% | +226.4% | +211.2% |
| All | +43.6% | -81.1% | +124.8% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling