+30.5%
AKAM vs PBF
+260.7%
-230.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +2.8% | +6.5% | -3.7% | +2.3% |
| 30D | -6.9% | -20.0% | +13.1% | -5.7% |
| 3M | -31.8% | -3.3% | -28.5% | -32.0% |
| 6M | -47.0% | +76.8% | -123.8% | -49.2% |
| YTD | -2.1% | +168.9% | -171.1% | -9.3% |
| 1Y | -3.7% | +96.4% | -100.0% | -9.0% |
| 3Y | -23.0% | +77.2% | -100.3% | -28.5% |
| 5Y | -23.4% | +417.7% | -441.2% | -34.1% |
| All | +30.5% | +260.7% | -230.2% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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