+3,847.4%
ANET vs PFG
+251.1%
+3,596.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.2% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | -5.2% | +2.9% | -8.1% | -6.3% |
| 3M | +27.6% | +6.7% | +20.9% | +23.8% |
| 6M | +44.4% | +33.8% | +10.6% | +27.4% |
| YTD | +52.3% | +35.0% | +17.4% | +33.5% |
| 1Y | +30.4% | +46.4% | -16.0% | +10.1% |
| 3Y | +313.3% | +71.7% | +241.6% | +225.1% |
| 5Y | +810.0% | +113.7% | +696.3% | +552.6% |
| All | +3,847.4% | +251.1% | +3,596.3% | +2,076.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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