-22.0%
AKAM vs PBF
+79.2%
-101.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.3% |
| 7D | +11.2% | +4.3% | +6.9% | +10.7% |
| 30D | -13.4% | -21.8% | +8.4% | -11.6% |
| 3M | -29.5% | +1.7% | -31.2% | -30.2% |
| 6M | -42.1% | +69.8% | -111.9% | -45.6% |
| YTD | -0.8% | +167.7% | -168.5% | -13.0% |
| 1Y | -3.9% | +89.0% | -92.9% | -11.5% |
| All | -22.0% | +79.2% | -101.2% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling