+341.8%
PBF vs NTNX
+146.9%
+195.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.2% |
| 7D | +2.3% | -3.9% | +6.2% | +3.2% |
| 30D | +11.6% | +1.7% | +9.8% | +11.0% |
| 3M | +81.7% | +31.7% | +50.0% | +71.1% |
| 6M | +96.4% | +69.4% | +27.1% | +74.1% |
| YTD | +189.5% | +26.6% | +162.9% | +171.3% |
| 1Y | +180.7% | -15.2% | +195.9% | +185.5% |
| 3Y | +56.6% | +80.9% | -24.3% | +31.4% |
| 5Y | +802.0% | +53.3% | +748.7% | +650.6% |
| All | +341.8% | +146.9% | +195.0% | +203.4% |
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