+291.3%
ANET vs PWR
+199.1%
+92.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -4.5% | -7.7% | +3.3% | +0.5% |
| 3M | +24.5% | -4.9% | +29.5% | +28.3% |
| 6M | +35.4% | +9.7% | +25.6% | +22.1% |
| YTD | +44.2% | +46.7% | -2.5% | +3.9% |
| 1Y | +25.4% | +58.7% | -33.3% | -15.7% |
| All | +291.3% | +199.1% | +92.2% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 3y: compounded portfolio wealth divided by compounded PWR 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…
3y analysis · Full analysis span regression · 6 months rolling