+5,571.6%
ANET vs PEP
+129.0%
+5,442.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | +3.3% | +0.7% | +2.7% | +3.0% |
| 3M | +24.7% | -0.5% | +25.2% | +23.9% |
| 6M | +46.7% | -11.3% | +58.0% | +51.5% |
| YTD | +48.8% | -0.6% | +49.4% | +46.5% |
| 1Y | +39.2% | +1.7% | +37.6% | +35.1% |
| 3Y | +296.9% | -12.5% | +309.4% | +299.0% |
| 5Y | +767.5% | +3.9% | +763.7% | +680.5% |
| 10Y | +3,734.5% | +76.6% | +3,657.9% | +2,604.7% |
| All | +5,571.6% | +129.0% | +5,442.6% | +4,107.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling