+1,660.3%
PLTR vs NTNX
+198.3%
+1,462.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | +27.6% | +34.0% | -6.4% | +11.8% |
| 6M | +10.3% | +72.4% | -62.1% | -14.1% |
| YTD | -5.9% | +27.5% | -33.4% | -17.0% |
| 1Y | +1.7% | -18.7% | +20.5% | +9.0% |
| 3Y | +959.1% | +80.8% | +878.3% | +649.3% |
| 5Y | +536.3% | +54.5% | +481.9% | +346.0% |
| All | +1,660.3% | +198.3% | +1,462.0% | +1,122.7% |
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 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