+542.7%
PBR vs NTNX
+54.0%
+488.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +5.4% | -3.1% | +8.5% | +5.5% |
| 30D | +22.9% | +2.0% | +20.9% | +22.8% |
| 3M | +19.6% | +34.0% | -14.3% | +18.3% |
| 6M | +16.5% | +72.4% | -55.9% | +14.0% |
| YTD | +86.7% | +27.5% | +59.1% | +84.8% |
| 1Y | +74.7% | -18.7% | +93.5% | +76.5% |
| 3Y | +102.6% | +80.8% | +21.8% | +95.6% |
| All | +542.7% | +54.0% | +488.6% | +579.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling