+3,847.4%
ANET vs PNR
+66.2%
+3,781.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +3.0% | -6.0% | +9.0% | +6.1% |
| 30D | -5.2% | -14.0% | +8.8% | +1.8% |
| 3M | +27.6% | -21.7% | +49.3% | +41.9% |
| 6M | +44.4% | -37.3% | +81.7% | +78.7% |
| YTD | +52.3% | -45.1% | +97.5% | +99.8% |
| 1Y | +30.4% | -49.1% | +79.5% | +77.5% |
| 3Y | +313.3% | -14.8% | +328.1% | +327.9% |
| 5Y | +810.0% | -21.0% | +831.0% | +851.8% |
| All | +3,847.4% | +66.2% | +3,781.2% | +2,605.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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