+3,847.4%
ANET vs PEG
+148.0%
+3,699.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.7% |
| 7D | +3.0% | -0.9% | +3.9% | +3.4% |
| 30D | -5.2% | -3.7% | -1.5% | -3.6% |
| 3M | +27.6% | -7.3% | +34.9% | +31.4% |
| 6M | +44.4% | -10.5% | +54.9% | +50.7% |
| YTD | +52.3% | -7.5% | +59.8% | +56.8% |
| 1Y | +30.4% | -8.7% | +39.1% | +34.8% |
| 3Y | +313.3% | +31.4% | +281.9% | +269.1% |
| 5Y | +810.0% | +37.8% | +772.2% | +686.7% |
| All | +3,847.4% | +148.0% | +3,699.4% | +2,760.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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