+67.4%
PENG vs FIVN
-82.6%
+150.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +34.6% | -17.4% | +52.0% | +40.3% |
| 30D | -35.9% | -20.4% | -15.5% | -32.2% |
| 3M | -14.7% | -9.6% | -5.0% | -13.6% |
| 6M | +13.5% | +34.7% | -21.2% | -1.1% |
| YTD | +156.1% | +40.6% | +115.5% | +112.3% |
| 1Y | +141.3% | +34.3% | +107.0% | +102.8% |
| 3Y | +223.4% | -55.5% | +278.9% | +271.4% |
| 5Y | +67.4% | -82.5% | +149.8% | +156.4% |
| All | +67.4% | -82.6% | +150.0% | +156.4% |
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