+78.2%
NTNX vs PFG
+231.3%
-153.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -3.1% | -0.4% | -2.7% | -2.9% |
| 30D | +2.0% | +2.9% | -0.9% | +0.3% |
| 3M | +34.0% | +6.7% | +27.2% | +29.3% |
| 6M | +72.4% | +33.8% | +38.6% | +47.5% |
| YTD | +27.5% | +35.0% | -7.4% | +8.5% |
| 1Y | -18.7% | +46.4% | -65.1% | -34.0% |
| 3Y | +80.8% | +71.7% | +9.1% | +33.3% |
| 5Y | +54.5% | +113.7% | -59.2% | -1.0% |
| All | +78.2% | +231.3% | -153.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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