-19.0%
PFE vs NTNX
+54.0%
-73.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.6% | -3.1% | +0.6% | -2.5% |
| 30D | +5.4% | +2.0% | +3.4% | +5.3% |
| 3M | +7.8% | +34.0% | -26.2% | +7.0% |
| 6M | +5.0% | +72.4% | -67.4% | +3.6% |
| YTD | +17.1% | +27.5% | -10.5% | +16.1% |
| 1Y | +19.3% | -18.7% | +38.1% | +19.3% |
| 3Y | -0.9% | +80.8% | -81.7% | -4.1% |
| All | -19.0% | +54.0% | -73.0% | -26.8% |
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