+129.2%
PRU vs NTNX
+146.9%
-17.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.0% | +1.1% |
| 7D | -3.8% | -3.9% | +0.1% | -3.2% |
| 30D | -2.0% | +1.7% | -3.7% | -2.4% |
| 3M | +14.0% | +31.7% | -17.8% | +8.8% |
| 6M | +27.2% | +69.4% | -42.1% | +15.7% |
| YTD | +9.1% | +26.6% | -17.5% | +3.8% |
| 1Y | +18.1% | -15.2% | +33.3% | +19.4% |
| 3Y | +44.3% | +80.9% | -36.7% | +25.2% |
| 5Y | +45.7% | +53.3% | -7.6% | +25.2% |
| All | +129.2% | +146.9% | -17.7% | +66.5% |
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