-17.0%
PPG vs NTNX
+82.3%
-99.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.4% |
| 7D | -6.2% | -3.1% | -3.1% | -6.0% |
| 30D | -7.9% | +2.0% | -9.9% | -8.1% |
| 3M | -10.2% | +34.0% | -44.2% | -11.9% |
| 6M | +2.7% | +72.4% | -69.7% | -1.4% |
| YTD | +4.9% | +27.5% | -22.6% | +3.1% |
| 1Y | -3.2% | -18.7% | +15.5% | -0.7% |
| 3Y | -17.0% | +80.8% | -97.7% | -29.9% |
| All | -17.0% | +82.3% | -99.3% | -29.9% |
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