+32.4%
PWR vs NTNX
-9.1%
+41.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.7% | -1.5% | -10.1% | -11.8% |
| 7D | -4.4% | -12.3% | +8.0% | -5.9% |
| 30D | -15.1% | -13.2% | -1.8% | -16.6% |
| 3M | -16.2% | +3.6% | -19.8% | -15.4% |
| 6M | -23.3% | +45.7% | -69.0% | -18.5% |
| YTD | +37.6% | +23.2% | +14.4% | +43.0% |
| 1Y | +32.4% | -9.1% | +41.5% | +37.7% |
| All | +32.4% | -9.1% | +41.5% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling