+278.8%
PFGC vs NTNX
+148.8%
+130.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -4.8% | -3.1% | -1.6% | -4.1% |
| 30D | -12.5% | +2.0% | -14.5% | -13.0% |
| 3M | -9.7% | +34.0% | -43.7% | -15.3% |
| 6M | +7.0% | +72.4% | -65.4% | -5.9% |
| YTD | +4.5% | +27.5% | -23.1% | -2.7% |
| 1Y | -11.6% | -18.7% | +7.2% | -9.6% |
| 3Y | +58.5% | +80.8% | -22.3% | +29.0% |
| 5Y | +112.6% | +54.5% | +58.1% | +70.2% |
| All | +278.8% | +148.8% | +130.0% | +140.2% |
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