-25.1%
PINS vs NTNX
+60.0%
-85.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.8% | -8.4% | -8.9% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -25.0% | +3.8% | -28.8% | -26.2% |
| 3M | -16.6% | +31.9% | -48.5% | -24.7% |
| 6M | -7.0% | +68.5% | -75.5% | -23.9% |
| YTD | -29.4% | +29.5% | -58.9% | -36.8% |
| 1Y | -49.9% | -11.6% | -38.3% | -49.1% |
| 3Y | -33.6% | +85.1% | -118.8% | -51.7% |
| 5Y | -66.8% | +54.8% | -121.6% | -76.0% |
| All | -25.1% | +60.0% | -85.0% | -45.0% |
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