+101.8%
AKAM vs PBF
+367.4%
-265.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.3% |
| 7D | +0.6% | +2.3% | -1.7% | +0.4% |
| 30D | -8.2% | +11.6% | -19.7% | -8.9% |
| 3M | -17.6% | +81.7% | -99.3% | -20.8% |
| 6M | +2.5% | +96.4% | -93.9% | -2.3% |
| YTD | +22.8% | +189.5% | -166.7% | +13.5% |
| 1Y | +39.6% | +180.7% | -141.2% | +28.9% |
| 3Y | +2.3% | +56.6% | -54.3% | -4.0% |
| 5Y | -4.3% | +802.0% | -806.3% | -20.3% |
| All | +101.8% | +367.4% | -265.6% | +76.6% |
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