+2,270.4%
PWR vs NTNX
+148.8%
+2,121.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.4% | +5.0% |
| 7D | +4.2% | -3.1% | +7.3% | +4.7% |
| 30D | -4.0% | +2.0% | -6.0% | -4.4% |
| 3M | -4.8% | +34.0% | -38.7% | -9.3% |
| 6M | +14.6% | +72.4% | -57.7% | +4.1% |
| YTD | +54.2% | +27.5% | +26.7% | +46.3% |
| 1Y | +67.1% | -18.7% | +85.8% | +70.0% |
| 3Y | +218.5% | +80.8% | +137.7% | +181.1% |
| 5Y | +466.3% | +54.5% | +411.8% | +393.8% |
| All | +2,270.4% | +148.8% | +2,121.7% | +1,698.5% |
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