+130.7%
PRU vs NTNX
+148.8%
-18.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.5% |
| 7D | -2.3% | -3.1% | +0.9% | -1.8% |
| 30D | -1.7% | +2.0% | -3.7% | -2.1% |
| 3M | +13.2% | +34.0% | -20.7% | +7.8% |
| 6M | +28.8% | +72.4% | -43.6% | +16.8% |
| YTD | +9.8% | +27.5% | -17.8% | +4.3% |
| 1Y | +17.4% | -18.7% | +36.1% | +19.6% |
| 3Y | +44.9% | +80.8% | -35.8% | +25.8% |
| 5Y | +46.6% | +54.5% | -7.8% | +25.8% |
| All | +130.7% | +148.8% | -18.1% | +67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling