+669.7%
PENG vs FIVN
+55.4%
+614.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.4% | +8.9% | +7.1% |
| 7D | +4.5% | -2.3% | +6.8% | +5.2% |
| 30D | -7.1% | +12.4% | -19.5% | -11.2% |
| 3M | -27.3% | +36.0% | -63.3% | -35.6% |
| 6M | +169.6% | +86.0% | +83.6% | +110.0% |
| YTD | +164.6% | +65.9% | +98.7% | +111.1% |
| 1Y | +109.5% | +26.5% | +83.0% | +82.1% |
| 3Y | +98.9% | -54.2% | +153.1% | +129.2% |
| 5Y | +116.3% | -80.5% | +196.7% | +206.9% |
| All | +669.7% | +55.4% | +614.3% | +349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling