+421.8%
PR vs NTNX
+49.8%
+372.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -0.2% | -3.9% | +3.7% | +0.4% |
| 30D | +10.4% | +1.7% | +8.7% | +10.1% |
| 3M | +21.1% | +31.7% | -10.6% | +16.4% |
| 6M | +28.8% | +69.4% | -40.6% | +18.6% |
| YTD | +71.8% | +26.6% | +45.2% | +64.7% |
| 1Y | +73.3% | -15.2% | +88.5% | +76.1% |
| 3Y | +85.9% | +80.9% | +5.0% | +68.5% |
| 5Y | +421.8% | +53.3% | +368.4% | +411.0% |
| All | +421.8% | +49.8% | +372.0% | +411.0% |
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