+274.9%
NTNX vs PENG
+710.3%
-435.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -1.1% |
| 7D | -3.9% | 0.0% | -3.9% | -4.0% |
| 30D | +1.7% | -15.2% | +16.9% | +5.4% |
| 3M | +31.7% | -16.9% | +48.7% | +31.3% |
| 6M | +69.4% | +161.5% | -92.2% | +20.6% |
| YTD | +26.6% | +148.6% | -122.0% | -9.5% |
| 1Y | -15.2% | +89.6% | -104.8% | -35.7% |
| 3Y | +80.9% | +99.8% | -18.8% | +20.0% |
| 5Y | +53.3% | +100.9% | -47.6% | -2.7% |
| All | +274.9% | +710.3% | -435.4% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling