+190.5%
PTC vs NTNX
+146.9%
+43.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | +0.4% |
| 7D | -14.2% | -3.9% | -10.3% | -13.4% |
| 30D | -14.4% | +1.7% | -16.2% | -14.8% |
| 3M | -4.7% | +31.7% | -36.4% | -10.7% |
| 6M | -19.3% | +69.4% | -88.7% | -29.1% |
| YTD | -26.1% | +26.6% | -52.7% | -30.8% |
| 1Y | -37.1% | -15.2% | -21.9% | -35.8% |
| 3Y | -10.4% | +80.9% | -91.3% | -26.0% |
| 5Y | +2.5% | +53.3% | -50.9% | -16.5% |
| All | +190.5% | +146.9% | +43.6% | +97.8% |
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