+37.2%
PPL vs NTNX
+54.0%
-16.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.4% |
| 7D | -2.1% | -3.1% | +1.0% | -2.1% |
| 30D | -3.1% | +2.0% | -5.1% | -3.1% |
| 3M | -3.1% | +34.0% | -37.0% | -3.7% |
| 6M | -8.0% | +72.4% | -80.4% | -9.3% |
| YTD | -0.3% | +27.5% | -27.9% | -1.0% |
| 1Y | -2.2% | -18.7% | +16.5% | -1.6% |
| 3Y | +50.4% | +80.8% | -30.4% | +43.9% |
| All | +37.2% | +54.0% | -16.8% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling