-18.3%
PCOR vs NTNX
+85.1%
-103.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | -9.0% | +0.1% | -9.1% | -9.0% |
| 30D | -7.0% | +3.8% | -10.8% | -8.4% |
| 3M | +18.3% | +31.9% | -13.6% | +4.9% |
| 6M | -7.8% | +68.5% | -76.3% | -26.1% |
| YTD | -25.6% | +29.5% | -55.1% | -34.5% |
| 1Y | -22.7% | -11.6% | -11.1% | -23.0% |
| All | -18.3% | +85.1% | -103.5% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling