+71.1%
PR vs NTNX
+156.8%
-85.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -1.6% | +4.5% | +3.2% |
| 30D | +18.0% | +11.6% | +6.4% | +15.0% |
| 3M | +16.9% | +23.8% | -7.0% | +10.8% |
| 6M | +28.2% | +68.8% | -40.6% | +12.2% |
| YTD | +69.3% | +31.7% | +37.7% | +56.0% |
| 1Y | +69.5% | -0.9% | +70.4% | +65.2% |
| 3Y | +81.7% | +95.0% | -13.3% | +45.7% |
| 5Y | +422.2% | +57.4% | +364.8% | +319.4% |
| All | +71.1% | +156.8% | -85.7% | +15.7% |
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 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