+76.8%
NTNX vs PFG
+227.9%
-151.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.7% |
| 7D | -3.9% | -3.0% | -0.9% | -2.4% |
| 30D | +1.7% | +2.5% | -0.8% | +0.3% |
| 3M | +31.7% | +6.1% | +25.7% | +27.5% |
| 6M | +69.4% | +31.3% | +38.1% | +46.4% |
| YTD | +26.6% | +33.6% | -7.0% | +8.3% |
| 1Y | -15.2% | +48.5% | -63.7% | -31.7% |
| 3Y | +80.9% | +69.6% | +11.3% | +34.2% |
| 5Y | +53.3% | +111.5% | -58.1% | -1.2% |
| All | +76.8% | +227.9% | -151.0% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling