-91.3%
PLUG vs NTNX
+54.0%
-145.3%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.7% |
| 7D | -3.2% | -3.1% | -0.1% | -2.2% |
| 30D | -8.3% | +2.0% | -10.3% | -8.9% |
| 3M | -25.8% | +34.0% | -59.8% | -32.7% |
| 6M | -5.8% | +72.4% | -78.2% | -22.5% |
| YTD | +6.6% | +27.5% | -20.9% | -3.5% |
| 1Y | +39.1% | -18.7% | +57.8% | +45.4% |
| 3Y | -73.7% | +80.8% | -154.5% | -82.8% |
| All | -91.3% | +54.0% | -145.3% | -94.0% |
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