-73.6%
PLUG vs NTNX
+80.9%
-154.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.5% |
| 7D | 0.0% | -3.9% | +3.9% | +0.5% |
| 30D | -5.0% | +1.7% | -6.7% | -5.1% |
| 3M | -26.2% | +31.7% | -58.0% | -28.7% |
| 6M | -0.5% | +69.4% | -69.8% | -7.3% |
| YTD | +7.1% | +26.6% | -19.5% | +2.9% |
| 1Y | +46.5% | -15.2% | +61.7% | +47.4% |
| All | -73.6% | +80.9% | -154.5% | -78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling