+23.3%
PPG vs NTNX
+148.8%
-125.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -6.2% | -3.1% | -3.1% | -5.9% |
| 30D | -7.9% | +2.0% | -9.9% | -8.2% |
| 3M | -10.2% | +34.0% | -44.2% | -13.2% |
| 6M | +2.7% | +72.4% | -69.7% | -4.0% |
| YTD | +4.9% | +27.5% | -22.6% | +1.2% |
| 1Y | -3.2% | -18.7% | +15.5% | -1.9% |
| 3Y | -17.0% | +80.8% | -97.7% | -25.3% |
| 5Y | -23.3% | +54.5% | -77.8% | -31.8% |
| All | +23.3% | +148.8% | -125.4% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling