+30.4%
ANET vs PFGC
-10.1%
+40.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.5% |
| 7D | +3.0% | -4.8% | +7.8% | +2.3% |
| 30D | -5.2% | -12.5% | +7.4% | -6.9% |
| 3M | +27.6% | -9.7% | +37.3% | +24.5% |
| 6M | +44.4% | +7.0% | +37.4% | +39.8% |
| YTD | +52.3% | +4.5% | +47.9% | +51.9% |
| 1Y | +30.4% | -11.6% | +42.0% | +21.6% |
| All | +30.4% | -10.1% | +40.5% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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