+313.3%
ANET vs PBR
+99.7%
+213.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.5% | +5.7% |
| 7D | +3.0% | +5.4% | -2.4% | +2.2% |
| 30D | -5.2% | +22.9% | -28.1% | -8.2% |
| 3M | +27.6% | +19.6% | +8.0% | +23.9% |
| 6M | +44.4% | +16.5% | +27.9% | +40.6% |
| YTD | +52.3% | +86.7% | -34.3% | +36.6% |
| 1Y | +30.4% | +74.7% | -44.3% | +18.1% |
| 3Y | +313.3% | +102.6% | +210.7% | +253.0% |
| All | +313.3% | +99.7% | +213.5% | +253.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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