+246.0%
NTNX vs PENG
+689.3%
-443.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | +0.5% |
| 7D | +3.4% | +13.2% | -9.8% | +0.2% |
| 30D | -13.6% | -29.9% | +16.4% | -7.5% |
| 3M | -11.1% | -22.2% | +11.1% | -8.5% |
| 6M | +35.7% | -1.9% | +37.6% | +24.2% |
| YTD | +16.8% | +142.1% | -125.3% | -18.2% |
| 1Y | -9.1% | +151.5% | -160.7% | -37.4% |
| 3Y | +55.8% | +206.9% | -151.2% | -6.5% |
| 5Y | +73.4% | +58.2% | +15.1% | +15.4% |
| All | +246.0% | +689.3% | -443.3% | +58.8% |
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