+348.8%
PBF vs NTNX
+148.8%
+200.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +5.3% | -3.1% | +8.5% | +6.0% |
| 30D | +11.7% | +2.0% | +9.8% | +11.1% |
| 3M | +91.1% | +34.0% | +57.1% | +79.2% |
| 6M | +88.4% | +72.4% | +16.0% | +66.4% |
| YTD | +194.1% | +27.5% | +166.5% | +175.2% |
| 1Y | +180.4% | -18.7% | +199.1% | +187.9% |
| 3Y | +59.3% | +80.8% | -21.4% | +33.7% |
| 5Y | +816.3% | +54.5% | +761.8% | +661.3% |
| All | +348.8% | +148.8% | +200.1% | +207.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling