+194.4%
PDD vs NTNX
+25.1%
+169.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | -15.5% | +3.8% | -19.3% | -16.5% |
| 3M | -4.1% | +31.9% | -36.0% | -10.6% |
| 6M | -23.4% | +68.5% | -91.9% | -33.4% |
| YTD | -30.7% | +29.5% | -60.2% | -36.1% |
| 1Y | -37.6% | -11.6% | -26.0% | -37.2% |
| 3Y | -17.5% | +85.1% | -102.7% | -35.4% |
| 5Y | -24.6% | +54.8% | -79.4% | -41.4% |
| All | +194.4% | +25.1% | +169.3% | +115.4% |
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