-75.7%
PCG vs NTNX
+152.6%
-228.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -4.2% |
| 7D | +6.5% | +0.1% | +6.3% | +6.4% |
| 30D | -16.7% | +3.8% | -20.6% | -17.1% |
| 3M | -14.2% | +31.9% | -46.1% | -16.8% |
| 6M | -21.5% | +68.5% | -89.9% | -26.3% |
| YTD | -11.2% | +29.5% | -40.7% | -14.4% |
| 1Y | -4.2% | -11.6% | +7.4% | -3.8% |
| 3Y | -14.9% | +85.1% | -100.0% | -23.4% |
| 5Y | +54.2% | +54.8% | -0.6% | +37.2% |
| All | -75.7% | +152.6% | -228.3% | -81.0% |
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 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