+234.0%
PLD vs NTNX
+148.8%
+85.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.2% | -3.1% | +2.0% | -0.8% |
| 30D | -3.5% | +2.0% | -5.5% | -3.8% |
| 3M | -7.1% | +34.0% | -41.1% | -10.4% |
| 6M | +2.6% | +72.4% | -69.8% | -4.6% |
| YTD | +8.0% | +27.5% | -19.6% | +3.9% |
| 1Y | +22.1% | -18.7% | +40.8% | +23.8% |
| 3Y | +22.3% | +80.8% | -58.5% | +9.5% |
| 5Y | +17.3% | +54.5% | -37.2% | +3.7% |
| All | +234.0% | +148.8% | +85.2% | +163.7% |
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