+7.3%
PENG vs FIVN
+17.0%
-9.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -17.6% | +30.0% | +11.5% |
| 7D | -19.4% | -22.6% | +3.2% | -19.8% |
| 30D | -42.4% | -16.8% | -25.6% | -42.1% |
| 3M | -25.6% | -0.9% | -24.8% | -22.6% |
| 6M | +7.3% | +28.4% | -21.1% | +31.0% |
| All | +7.3% | +17.0% | -9.7% | +31.0% |
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