+158.8%
PGR vs NTNX
+54.0%
+104.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.6% | -3.1% | +2.5% | -0.5% |
| 30D | +4.9% | +2.0% | +3.0% | +4.8% |
| 3M | +7.6% | +34.0% | -26.3% | +6.5% |
| 6M | +8.3% | +72.4% | -64.1% | +6.0% |
| YTD | +1.7% | +27.5% | -25.8% | +0.5% |
| 1Y | -6.8% | -18.7% | +11.9% | -6.8% |
| 3Y | +73.4% | +80.8% | -7.3% | +69.7% |
| All | +158.8% | +54.0% | +104.8% | +157.9% |
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