+274.1%
ANET vs PENG
+222.1%
+52.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.3% | -4.0% | +2.7% |
| 7D | +10.2% | +1.9% | +8.3% | +8.9% |
| 30D | -6.7% | -37.8% | +31.0% | +7.4% |
| 3M | -0.6% | -14.1% | +13.5% | +1.8% |
| 6M | +44.2% | +13.1% | +31.0% | +29.9% |
| YTD | +50.1% | +151.8% | -101.7% | -0.3% |
| 1Y | +45.8% | +136.0% | -90.2% | -1.2% |
| All | +274.1% | +222.1% | +52.0% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling