+30.4%
ANET vs PENG
+98.5%
-68.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.2% | +0.4% | +4.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | -5.2% | -12.9% | +7.7% | -1.8% |
| 3M | +27.6% | -20.5% | +48.1% | +32.4% |
| 6M | +44.4% | +176.8% | -132.5% | +11.1% |
| YTD | +52.3% | +161.6% | -109.2% | +18.0% |
| 1Y | +30.4% | +95.6% | -65.2% | -2.4% |
| All | +30.4% | +98.5% | -68.1% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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