+3,847.4%
ANET vs PPL
+57.2%
+3,790.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | +3.0% | -2.1% | +5.1% | +3.6% |
| 30D | -5.2% | -3.1% | -2.1% | -4.4% |
| 3M | +27.6% | -3.1% | +30.7% | +28.3% |
| 6M | +44.4% | -8.0% | +52.4% | +47.1% |
| YTD | +52.3% | -0.3% | +52.7% | +51.5% |
| 1Y | +30.4% | -2.2% | +32.6% | +30.1% |
| 3Y | +313.3% | +50.4% | +262.9% | +250.3% |
| 5Y | +810.0% | +36.9% | +773.1% | +693.2% |
| All | +3,847.4% | +57.2% | +3,790.2% | +2,976.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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