+78.2%
NTNX vs PSLV
+176.8%
-98.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -3.1% | -3.5% | +0.3% | -2.5% |
| 30D | +2.0% | -2.1% | +4.1% | +2.3% |
| 3M | +34.0% | -1.6% | +35.6% | +33.9% |
| 6M | +72.4% | -25.5% | +97.9% | +80.1% |
| YTD | +27.5% | -11.4% | +38.9% | +22.0% |
| 1Y | -18.7% | +48.6% | -67.3% | -34.3% |
| 3Y | +80.8% | +166.9% | -86.1% | +19.6% |
| 5Y | +54.5% | +152.4% | -97.9% | +2.4% |
| All | +78.2% | +176.8% | -98.6% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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