+51.2%
PPL vs NTNX
+85.1%
-33.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.3% | +3.8% | -5.1% | -1.2% |
| 3M | -2.6% | +31.9% | -34.5% | -2.2% |
| 6M | -8.4% | +68.5% | -76.9% | -7.7% |
| YTD | +0.2% | +29.5% | -29.3% | +0.7% |
| 1Y | -0.2% | -11.6% | +11.4% | -0.1% |
| All | +51.2% | +85.1% | -33.9% | +40.8% |
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