+69.9%
PR vs NTNX
+127.8%
-57.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +6.0% | +3.4% | +2.5% | +5.2% |
| 30D | -4.2% | -13.6% | +9.4% | -1.1% |
| 3M | +10.0% | -11.1% | +21.1% | +12.6% |
| 6M | +15.6% | +35.7% | -20.1% | +6.9% |
| YTD | +68.2% | +16.8% | +51.4% | +58.8% |
| 1Y | +79.2% | -9.1% | +88.3% | +78.4% |
| 3Y | +94.9% | +55.8% | +39.1% | +64.6% |
| 5Y | +272.8% | +73.4% | +199.4% | +190.4% |
| 10Y | +84.6% | +113.6% | -29.0% | +27.9% |
| All | +69.9% | +127.8% | -57.9% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling