+3,847.4%
ANET vs PSLV
+190.6%
+3,656.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.5% |
| 7D | +3.0% | -3.5% | +6.5% | +3.7% |
| 30D | -5.2% | -2.1% | -3.0% | -4.8% |
| 3M | +27.6% | -1.6% | +29.3% | +27.7% |
| 6M | +44.4% | -25.5% | +69.9% | +51.6% |
| YTD | +52.3% | -11.4% | +63.7% | +50.7% |
| 1Y | +30.4% | +48.6% | -18.2% | +13.9% |
| 3Y | +313.3% | +166.9% | +146.4% | +217.1% |
| 5Y | +810.0% | +152.4% | +657.6% | +591.8% |
| All | +3,847.4% | +190.6% | +3,656.8% | +2,520.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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