+169.6%
PENG vs FIVN
+88.3%
+81.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.9% | +6.4% |
| 7D | +4.5% | -2.3% | +6.8% | +4.5% |
| 30D | -7.1% | +12.4% | -19.5% | -6.9% |
| 3M | -27.3% | +36.0% | -63.3% | -24.6% |
| 6M | +169.6% | +86.0% | +83.6% | +156.6% |
| All | +169.6% | +88.3% | +81.3% | +156.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling