+50.7%
PLUG vs NTNX
+0.3%
+50.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.9% | +2.8% |
| 7D | -0.9% | -1.6% | +0.7% | -0.7% |
| 30D | +3.3% | +11.6% | -8.3% | +2.3% |
| 3M | -39.7% | +23.8% | -63.5% | -40.9% |
| 6M | -12.5% | +68.8% | -81.3% | -17.7% |
| YTD | +10.2% | +31.7% | -21.5% | +3.8% |
| 1Y | +50.7% | -0.9% | +51.6% | +51.4% |
| All | +50.7% | +0.3% | +50.4% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling