-9.1%
NTNX vs PENG
+120.5%
-129.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.1% | +7.6% | -0.9% |
| 7D | -12.3% | -20.5% | +8.1% | -11.1% |
| 30D | -13.2% | -20.4% | +7.1% | -11.9% |
| 3M | +3.6% | -16.4% | +20.0% | +4.6% |
| 6M | +45.7% | +49.2% | -3.6% | +33.7% |
| YTD | +23.2% | +147.2% | -124.0% | +3.6% |
| 1Y | -9.1% | +124.7% | -133.8% | -24.0% |
| All | -9.1% | +120.5% | -129.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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