+5,512.5%
ANET vs PFG
+267.0%
+5,245.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | +3.7% | +3.2% | +0.5% | +2.2% |
| 30D | +0.7% | +0.9% | -0.2% | +0.2% |
| 3M | +26.8% | +7.7% | +19.1% | +22.2% |
| 6M | +40.7% | +29.0% | +11.7% | +25.1% |
| YTD | +47.2% | +32.5% | +14.8% | +28.9% |
| 1Y | +36.0% | +47.3% | -11.4% | +13.2% |
| 3Y | +292.8% | +68.2% | +224.6% | +206.4% |
| 5Y | +761.9% | +108.5% | +653.5% | +507.3% |
| 10Y | +3,770.2% | +241.4% | +3,528.8% | +1,783.3% |
| All | +5,512.5% | +267.0% | +5,245.5% | +2,525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling