+368.0%
PSX vs NTNX
+148.8%
+219.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +1.7% | -3.1% | +4.9% | +2.2% |
| 30D | +15.6% | +2.0% | +13.7% | +15.2% |
| 3M | +46.5% | +34.0% | +12.5% | +40.2% |
| 6M | +55.0% | +72.4% | -17.4% | +42.4% |
| YTD | +105.3% | +27.5% | +77.8% | +96.2% |
| 1Y | +101.6% | -18.7% | +120.3% | +104.9% |
| 3Y | +134.1% | +80.8% | +53.4% | +106.9% |
| 5Y | +368.7% | +54.5% | +314.2% | +311.5% |
| All | +368.0% | +148.8% | +219.2% | +258.7% |
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