+71.3%
PEP vs NTNX
+146.9%
-75.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.1% |
| 7D | -1.4% | -3.9% | +2.5% | -1.2% |
| 30D | -0.2% | +1.7% | -1.9% | -0.3% |
| 3M | -4.3% | +31.7% | -36.0% | -5.5% |
| 6M | -13.2% | +69.4% | -82.5% | -15.5% |
| YTD | -1.9% | +26.6% | -28.5% | -3.2% |
| 1Y | -0.3% | -15.2% | +14.9% | +0.1% |
| 3Y | -13.6% | +80.9% | -94.5% | -18.3% |
| 5Y | +3.4% | +53.3% | -49.9% | -2.7% |
| All | +71.3% | +146.9% | -75.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 all: compounded portfolio wealth divided by compounded NTNX 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…
all analysis · Full analysis span regression · 6 months rolling