-12.3%
PYPL vs NTNX
+82.3%
-94.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -2.3% | -3.1% | +0.9% | -1.6% |
| 30D | -9.0% | +2.0% | -11.0% | -9.4% |
| 3M | +30.6% | +34.0% | -3.4% | +22.8% |
| 6M | +18.6% | +72.4% | -53.8% | +5.4% |
| YTD | -7.2% | +27.5% | -34.7% | -13.0% |
| 1Y | -19.3% | -18.7% | -0.5% | -18.1% |
| 3Y | -12.3% | +80.8% | -93.0% | -32.9% |
| All | -12.3% | +82.3% | -94.6% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling