-80.6%
PYPL vs NTNX
+54.0%
-134.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -2.3% | -3.1% | +0.9% | -1.4% |
| 30D | -9.0% | +2.0% | -11.0% | -9.6% |
| 3M | +30.6% | +34.0% | -3.4% | +20.2% |
| 6M | +18.6% | +72.4% | -53.8% | +1.0% |
| YTD | -7.2% | +27.5% | -34.7% | -14.4% |
| 1Y | -19.3% | -18.7% | -0.5% | -16.5% |
| 3Y | -12.3% | +80.8% | -93.0% | -33.8% |
| All | -80.6% | +54.0% | -134.7% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling