-42.4%
PCOR vs NTNX
+49.8%
-92.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | -12.2% | -3.9% | -8.3% | -10.6% |
| 30D | -9.4% | +1.7% | -11.1% | -10.0% |
| 3M | +22.2% | +31.7% | -9.5% | +8.4% |
| 6M | -7.3% | +69.4% | -76.7% | -26.1% |
| YTD | -26.8% | +26.6% | -53.4% | -34.2% |
| 1Y | -22.2% | -15.2% | -7.0% | -18.7% |
| 3Y | -19.1% | +80.9% | -100.0% | -42.9% |
| 5Y | -42.4% | +53.3% | -95.7% | -48.8% |
| All | -42.4% | +49.8% | -92.2% | -48.8% |
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