+218.6%
PM vs NTNX
+148.8%
+69.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +4.7% | -3.1% | +7.8% | +4.9% |
| 30D | +2.6% | +2.0% | +0.7% | +2.5% |
| 3M | +6.6% | +34.0% | -27.4% | +4.6% |
| 6M | +16.5% | +72.4% | -55.9% | +12.4% |
| YTD | +21.2% | +27.5% | -6.4% | +18.9% |
| 1Y | +17.9% | -18.7% | +36.7% | +18.8% |
| 3Y | +129.8% | +80.8% | +49.1% | +115.7% |
| 5Y | +133.0% | +54.5% | +78.5% | +117.4% |
| All | +218.6% | +148.8% | +69.8% | +172.3% |
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