+3,664.2%
ANET vs PR
+83.7%
+3,580.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.0% | +4.9% |
| 7D | +29.8% | +6.7% | +23.1% | +29.2% |
| 30D | +1.0% | -6.1% | +7.2% | +1.5% |
| 3M | -1.8% | +6.9% | -8.7% | -2.5% |
| 6M | +45.0% | +14.6% | +30.4% | +43.1% |
| YTD | +57.7% | +66.1% | -8.4% | +51.3% |
| 1Y | +53.1% | +77.0% | -23.9% | +46.1% |
| 3Y | +299.6% | +93.8% | +205.7% | +278.6% |
| 5Y | +528.8% | +268.2% | +260.5% | +469.9% |
| All | +3,664.2% | +83.7% | +3,580.4% | +4,175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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