+267.7%
PR vs NTNX
+73.4%
+194.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +6.0% | +3.4% | +2.5% | +5.5% |
| 30D | -4.2% | -13.6% | +9.4% | -2.3% |
| 3M | +10.0% | -11.1% | +21.1% | +11.6% |
| 6M | +15.6% | +35.7% | -20.1% | +10.1% |
| YTD | +68.2% | +16.8% | +51.4% | +62.7% |
| 1Y | +79.2% | -9.1% | +88.3% | +79.8% |
| 3Y | +94.9% | +55.8% | +39.1% | +79.0% |
| All | +267.7% | +73.4% | +194.2% | +303.0% |
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