-22.4%
AKAM vs PBF
+441.3%
-463.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.3% |
| 7D | +11.2% | +4.3% | +6.9% | +10.8% |
| 30D | -13.4% | -21.8% | +8.4% | -12.0% |
| 3M | -29.5% | +1.7% | -31.2% | -30.0% |
| 6M | -42.1% | +69.8% | -111.9% | -44.7% |
| YTD | -0.8% | +167.7% | -168.5% | -9.3% |
| 1Y | -3.9% | +89.0% | -92.9% | -9.6% |
| 3Y | -21.9% | +78.8% | -100.6% | -29.6% |
| 5Y | -22.4% | +415.4% | -437.8% | -31.0% |
| All | -22.4% | +441.3% | -463.6% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling