-18.7%
NTNX vs PEGA
-36.0%
+17.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | -3.1% | -3.0% | -0.1% | -2.0% |
| 30D | +2.0% | +15.9% | -13.9% | -3.9% |
| 3M | +34.0% | +10.8% | +23.1% | +27.1% |
| 6M | +72.4% | -16.5% | +88.9% | +80.2% |
| YTD | +27.5% | -39.0% | +66.6% | +42.3% |
| 1Y | -18.7% | -37.3% | +18.5% | -9.7% |
| All | -18.7% | -36.0% | +17.3% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling