+3,847.4%
ANET vs PG
+121.7%
+3,725.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.2% |
| 30D | -5.2% | +0.8% | -6.0% | -5.4% |
| 3M | +27.6% | -1.3% | +29.0% | +27.4% |
| 6M | +44.4% | -3.8% | +48.2% | +44.9% |
| YTD | +52.3% | +3.6% | +48.7% | +48.3% |
| 1Y | +30.4% | -5.7% | +36.1% | +31.0% |
| 3Y | +313.3% | +1.6% | +311.7% | +286.5% |
| 5Y | +810.0% | +14.6% | +795.4% | +683.6% |
| All | +3,847.4% | +121.7% | +3,725.7% | +2,657.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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