+5,639.3%
ANET vs PPL
+89.4%
+5,550.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.8% |
| 7D | +15.5% | -0.4% | +15.9% | +15.6% |
| 30D | +1.0% | +2.6% | -1.7% | +0.1% |
| 3M | -3.1% | +0.8% | -3.9% | -3.5% |
| 6M | +40.2% | +1.4% | +38.8% | +38.9% |
| YTD | +50.6% | +4.3% | +46.3% | +47.8% |
| 1Y | +51.4% | +0.8% | +50.7% | +49.9% |
| 3Y | +275.3% | +57.9% | +217.4% | +218.1% |
| 5Y | +500.3% | +48.3% | +452.0% | +416.1% |
| 10Y | +3,564.1% | +66.4% | +3,497.7% | +2,798.5% |
| All | +5,639.3% | +89.4% | +5,550.0% | +4,361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling