+3,847.4%
ANET vs PTC
+205.0%
+3,642.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +4.8% |
| 7D | +3.0% | -7.3% | +10.3% | +6.9% |
| 30D | -5.2% | -11.6% | +6.4% | +0.2% |
| 3M | +27.6% | +10.5% | +17.1% | +17.8% |
| 6M | +44.4% | -17.8% | +62.2% | +54.4% |
| YTD | +52.3% | -24.9% | +77.3% | +70.6% |
| 1Y | +30.4% | -36.8% | +67.2% | +60.9% |
| 3Y | +313.3% | -8.7% | +322.0% | +308.2% |
| 5Y | +810.0% | +4.1% | +805.9% | +723.4% |
| All | +3,847.4% | +205.0% | +3,642.4% | +1,786.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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