+296.9%
ANET vs PCOR
-17.1%
+314.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.4% |
| 7D | +3.0% | -6.9% | +9.9% | +4.9% |
| 30D | +3.3% | -1.5% | +4.9% | +3.2% |
| 3M | +24.7% | +18.5% | +6.2% | +17.6% |
| 6M | +46.7% | -4.7% | +51.4% | +46.6% |
| YTD | +48.8% | -22.8% | +71.6% | +58.6% |
| 1Y | +39.2% | -20.7% | +60.0% | +45.6% |
| 3Y | +296.9% | -14.6% | +311.5% | +303.4% |
| All | +296.9% | -17.1% | +314.0% | +303.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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