+547.4%
PLTR vs NTNX
+54.0%
+493.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | -4.1% | -3.1% | -0.9% | -2.6% |
| 30D | -2.2% | +2.0% | -4.2% | -3.1% |
| 3M | +27.6% | +34.0% | -6.4% | +10.9% |
| 6M | +10.3% | +72.4% | -62.1% | -15.5% |
| YTD | -5.9% | +27.5% | -33.4% | -17.6% |
| 1Y | +1.7% | -18.7% | +20.5% | +9.6% |
| 3Y | +959.1% | +80.8% | +878.3% | +619.1% |
| All | +547.4% | +54.0% | +493.4% | +443.1% |
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