+31.6%
PYPL vs NTNX
+146.9%
-115.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.7% |
| 7D | -5.9% | -3.9% | -2.0% | -5.1% |
| 30D | -9.4% | +1.7% | -11.1% | -9.9% |
| 3M | +31.3% | +31.7% | -0.4% | +22.6% |
| 6M | +19.1% | +69.4% | -50.3% | +4.1% |
| YTD | -7.9% | +26.6% | -34.4% | -13.9% |
| 1Y | -17.9% | -15.2% | -2.7% | -16.4% |
| 3Y | -11.6% | +80.9% | -92.5% | -28.2% |
| 5Y | -81.0% | +53.3% | -134.4% | -84.8% |
| All | +31.6% | +146.9% | -115.3% | -12.1% |
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