+30.4%
ANET vs PFG
+49.5%
-19.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.6% | +5.5% |
| 7D | +3.0% | -0.4% | +3.4% | +3.1% |
| 30D | -5.2% | +2.9% | -8.1% | -5.6% |
| 3M | +27.6% | +6.7% | +20.9% | +26.5% |
| 6M | +44.4% | +33.8% | +10.6% | +35.8% |
| YTD | +52.3% | +35.0% | +17.4% | +43.1% |
| 1Y | +30.4% | +46.4% | -16.0% | +25.7% |
| All | +30.4% | +49.5% | -19.1% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling