-36.2%
PCOR vs NTNX
+126.5%
-162.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.8% |
| 7D | -6.9% | +1.2% | -8.1% | -7.4% |
| 30D | -1.5% | +7.7% | -9.2% | -4.5% |
| 3M | +18.5% | +30.2% | -11.7% | +6.0% |
| 6M | -4.7% | +69.4% | -74.1% | -23.5% |
| YTD | -22.8% | +30.6% | -53.3% | -31.3% |
| 1Y | -20.7% | -10.0% | -10.7% | -19.4% |
| 3Y | -14.6% | +86.6% | -101.2% | -39.3% |
| 5Y | -40.7% | +57.1% | -97.8% | -57.8% |
| All | -36.2% | +126.5% | -162.6% | -53.1% |
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