+191.4%
PDD vs NTNX
+23.2%
+168.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -5.4% | -3.1% | -2.2% | -4.6% |
| 30D | -12.6% | +2.0% | -14.6% | -13.3% |
| 3M | -4.3% | +34.0% | -38.2% | -11.2% |
| 6M | -24.4% | +72.4% | -96.8% | -34.7% |
| YTD | -31.4% | +27.5% | -58.9% | -36.5% |
| 1Y | -38.1% | -18.7% | -19.4% | -36.3% |
| 3Y | -20.1% | +80.8% | -100.9% | -37.1% |
| 5Y | -25.0% | +54.5% | -79.5% | -41.7% |
| All | +191.4% | +23.2% | +168.2% | +114.0% |
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 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