+39.5%
PL vs NTNX
+125.7%
-86.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | +10.0% | +3.4% | +6.6% | +8.7% |
| 30D | -2.3% | -13.6% | +11.3% | +3.4% |
| 3M | -44.2% | -11.1% | -33.1% | -41.6% |
| 6M | -66.1% | +35.7% | -101.8% | -69.8% |
| YTD | -30.0% | +16.8% | -46.8% | -35.3% |
| 1Y | +21.0% | -9.1% | +30.2% | +22.1% |
| 3Y | +516.5% | +55.8% | +460.7% | +419.4% |
| 5Y | +32.0% | +73.4% | -41.3% | +5.0% |
| All | +39.5% | +125.7% | -86.2% | +10.3% |
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 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