+3,847.4%
ANET vs PCG
-76.0%
+3,923.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.7% |
| 7D | +3.0% | -3.5% | +6.5% | +3.2% |
| 30D | -5.2% | -20.6% | +15.4% | -3.9% |
| 3M | +27.6% | -17.6% | +45.2% | +28.9% |
| 6M | +44.4% | -23.5% | +67.9% | +46.6% |
| YTD | +52.3% | -13.6% | +66.0% | +53.2% |
| 1Y | +30.4% | -11.3% | +41.8% | +30.9% |
| 3Y | +313.3% | -16.9% | +330.2% | +315.0% |
| 5Y | +810.0% | +50.8% | +759.2% | +778.6% |
| All | +3,847.4% | -76.0% | +3,923.4% | +4,041.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling