+48.1%
PHM vs NTNX
+82.3%
-34.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | -5.0% | -3.1% | -1.8% | -4.8% |
| 30D | -8.4% | +2.0% | -10.4% | -8.5% |
| 3M | -4.4% | +34.0% | -38.4% | -5.8% |
| 6M | -3.7% | +72.4% | -76.1% | -6.6% |
| YTD | +1.3% | +27.5% | -26.2% | +0.2% |
| 1Y | -14.0% | -18.7% | +4.7% | -12.0% |
| 3Y | +48.1% | +80.8% | -32.6% | +17.3% |
| All | +48.1% | +82.3% | -34.2% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling