-21.9%
PINS vs NTNX
+57.5%
-79.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.2% |
| 7D | -6.6% | -3.1% | -3.5% | -5.5% |
| 30D | -16.8% | +2.0% | -18.8% | -17.6% |
| 3M | -11.4% | +34.0% | -45.4% | -20.4% |
| 6M | -1.7% | +72.4% | -74.1% | -20.3% |
| YTD | -26.4% | +27.5% | -53.9% | -33.8% |
| 1Y | -45.5% | -18.7% | -26.8% | -42.9% |
| 3Y | -31.7% | +80.8% | -112.5% | -49.9% |
| 5Y | -64.9% | +54.5% | -119.4% | -74.5% |
| All | -21.9% | +57.5% | -79.4% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling