+37.3%
ANET vs PEGA
-30.0%
+67.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -0.8% | +3.3% | -4.1% | -1.0% |
| 30D | -1.8% | +17.7% | -19.5% | -3.0% |
| 3M | +16.7% | +5.8% | +10.9% | +18.1% |
| 6M | +43.7% | -20.3% | +64.0% | +52.9% |
| YTD | +47.9% | -37.1% | +85.0% | +63.0% |
| 1Y | +37.3% | -30.2% | +67.5% | +50.2% |
| All | +37.3% | -30.0% | +67.3% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling