+45.0%
ANET vs PENG
+18.0%
+27.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.3% | +4.4% |
| 7D | +29.8% | +34.6% | -4.8% | +16.6% |
| 30D | +1.0% | -35.9% | +37.0% | +15.3% |
| 3M | -1.8% | -14.7% | +12.9% | +0.5% |
| 6M | +45.0% | +13.5% | +31.4% | +29.4% |
| All | +45.0% | +18.0% | +27.0% | +29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling