-9.1%
NTNX vs PENG
+130.4%
-139.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.4% |
| 7D | +3.4% | +13.2% | -9.8% | +2.3% |
| 30D | -13.6% | -29.9% | +16.4% | -12.2% |
| 3M | -11.1% | -22.2% | +11.1% | -10.1% |
| 6M | +35.7% | -1.9% | +37.6% | +32.4% |
| YTD | +16.8% | +142.1% | -125.3% | +3.1% |
| 1Y | -9.1% | +151.5% | -160.7% | -17.9% |
| All | -9.1% | +130.4% | -139.5% | -17.9% |
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