+61.6%
PBR vs NTNX
-16.9%
+78.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.1% | +4.0% | -4.4% |
| 7D | -14.2% | -17.2% | +3.0% | -14.9% |
| 30D | -21.0% | -20.2% | -0.8% | -21.7% |
| 3M | +5.4% | -4.0% | +9.4% | +5.4% |
| 6M | -10.4% | +34.8% | -45.2% | -9.0% |
| YTD | +65.5% | +13.3% | +52.3% | +66.3% |
| 1Y | +61.6% | -16.0% | +77.6% | +65.0% |
| All | +61.6% | -16.9% | +78.4% | +65.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling