+761.9%
ANET vs PENG
+116.9%
+645.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | +3.7% | +7.3% | -3.6% | +1.4% |
| 30D | +0.7% | -7.5% | +8.2% | +2.9% |
| 3M | +26.8% | -17.2% | +44.0% | +30.6% |
| 6M | +40.7% | +176.7% | -136.1% | -3.4% |
| YTD | +47.2% | +161.0% | -113.8% | +2.3% |
| 1Y | +36.0% | +108.8% | -72.9% | -0.5% |
| 3Y | +292.8% | +109.8% | +183.0% | +158.8% |
| 5Y | +761.9% | +111.7% | +650.2% | +476.5% |
| All | +761.9% | +116.9% | +645.0% | +476.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling