-76.3%
PCG vs NTNX
+148.8%
-225.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -3.5% | -3.1% | -0.4% | -3.2% |
| 30D | -20.6% | +2.0% | -22.6% | -20.8% |
| 3M | -17.6% | +34.0% | -51.5% | -20.3% |
| 6M | -23.5% | +72.4% | -95.9% | -28.4% |
| YTD | -13.6% | +27.5% | -41.2% | -16.6% |
| 1Y | -11.3% | -18.7% | +7.4% | -10.2% |
| 3Y | -16.9% | +80.8% | -97.7% | -25.0% |
| 5Y | +50.8% | +54.5% | -3.7% | +34.1% |
| All | -76.3% | +148.8% | -225.1% | -81.5% |
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 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