+3,847.4%
ANET vs PEP
+78.2%
+3,769.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.7% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | -5.2% | -0.7% | -4.5% | -5.1% |
| 3M | +27.6% | -4.1% | +31.8% | +28.5% |
| 6M | +44.4% | -13.1% | +57.5% | +50.1% |
| YTD | +52.3% | -2.1% | +54.4% | +50.6% |
| 1Y | +30.4% | -1.7% | +32.1% | +28.0% |
| 3Y | +313.3% | -15.1% | +328.4% | +321.6% |
| 5Y | +810.0% | +3.1% | +806.9% | +711.2% |
| All | +3,847.4% | +78.2% | +3,769.2% | +2,701.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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