-25.3%
PDD vs NTNX
+54.0%
-79.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.4% |
| 6M | -24.4% | +72.4% | -96.8% | -35.0% |
| YTD | -31.4% | +27.5% | -58.9% | -36.5% |
| 1Y | -38.1% | -18.7% | -19.4% | -35.7% |
| 3Y | -20.1% | +80.8% | -100.9% | -40.6% |
| All | -25.3% | +54.0% | -79.3% | -41.1% |
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 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