+35.9%
PFE vs NTNX
+148.8%
-112.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.6% | -3.1% | +0.6% | -2.4% |
| 30D | +5.4% | +2.0% | +3.4% | +5.2% |
| 3M | +7.8% | +34.0% | -26.2% | +6.2% |
| 6M | +5.0% | +72.4% | -67.4% | +2.0% |
| YTD | +17.1% | +27.5% | -10.5% | +15.3% |
| 1Y | +19.3% | -18.7% | +38.1% | +19.9% |
| 3Y | -0.9% | +80.8% | -81.7% | -5.9% |
| 5Y | -20.8% | +54.5% | -75.3% | -25.3% |
| All | +35.9% | +148.8% | -112.9% | +19.0% |
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