+3,847.4%
ANET vs PEGA
+184.6%
+3,662.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.2% | +5.1% |
| 7D | +3.0% | -3.0% | +6.0% | +4.0% |
| 30D | -5.2% | +15.9% | -21.1% | -10.1% |
| 3M | +27.6% | +10.8% | +16.8% | +20.2% |
| 6M | +44.4% | -16.5% | +60.9% | +49.1% |
| YTD | +52.3% | -39.0% | +91.3% | +73.8% |
| 1Y | +30.4% | -37.3% | +67.7% | +46.1% |
| 3Y | +313.3% | +59.2% | +254.1% | +199.5% |
| 5Y | +810.0% | -44.9% | +854.9% | +913.2% |
| All | +3,847.4% | +184.6% | +3,662.7% | +2,019.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling