+53.6%
PNR vs NTNX
+148.8%
-95.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | -6.0% | -3.1% | -2.9% | -5.6% |
| 30D | -14.0% | +2.0% | -15.9% | -14.3% |
| 3M | -21.7% | +34.0% | -55.6% | -25.1% |
| 6M | -37.3% | +72.4% | -109.7% | -42.6% |
| YTD | -45.1% | +27.5% | -72.7% | -47.6% |
| 1Y | -49.1% | -18.7% | -30.4% | -48.3% |
| 3Y | -14.8% | +80.8% | -95.6% | -24.8% |
| 5Y | -21.0% | +54.5% | -75.5% | -31.2% |
| All | +53.6% | +148.8% | -95.2% | +18.0% |
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 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