+89.2%
PR vs NTNX
+85.1%
+4.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +11.3% | +3.8% | +7.4% | +10.5% |
| 3M | +24.1% | +31.9% | -7.9% | +18.3% |
| 6M | +25.4% | +68.5% | -43.1% | +13.7% |
| YTD | +71.2% | +29.5% | +41.7% | +62.9% |
| 1Y | +78.6% | -11.6% | +90.2% | +83.9% |
| All | +89.2% | +85.1% | +4.1% | +52.7% |
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