+313.3%
ANET vs PYPL
-12.0%
+325.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | +3.0% | -2.3% | +5.3% | +3.5% |
| 30D | -5.2% | -9.0% | +3.8% | -3.6% |
| 3M | +27.6% | +30.6% | -3.0% | +17.4% |
| 6M | +44.4% | +18.6% | +25.8% | +36.5% |
| YTD | +52.3% | -7.2% | +59.5% | +52.9% |
| 1Y | +30.4% | -19.3% | +49.7% | +35.8% |
| 3Y | +313.3% | -12.3% | +325.5% | +311.6% |
| All | +313.3% | -12.0% | +325.3% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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