+156.9%
PHM vs NTNX
+54.0%
+102.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -5.0% | -3.1% | -1.8% | -4.6% |
| 30D | -8.4% | +2.0% | -10.4% | -8.7% |
| 3M | -4.4% | +34.0% | -38.4% | -7.9% |
| 6M | -3.7% | +72.4% | -76.1% | -10.9% |
| YTD | +1.3% | +27.5% | -26.2% | -2.5% |
| 1Y | -14.0% | -18.7% | +4.7% | -11.8% |
| 3Y | +48.1% | +80.8% | -32.6% | +25.9% |
| All | +156.9% | +54.0% | +102.9% | +115.9% |
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