-2.3%
AKAM vs PBF
+817.4%
-819.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +4.9% |
| 7D | +5.4% | +1.4% | +4.0% | +5.3% |
| 30D | -5.9% | +15.8% | -21.7% | -6.9% |
| 3M | -19.6% | +90.3% | -109.9% | -23.3% |
| 6M | +8.5% | +102.8% | -94.4% | +2.7% |
| YTD | +26.9% | +187.3% | -160.4% | +16.5% |
| 1Y | +41.7% | +161.8% | -120.1% | +30.4% |
| 3Y | +5.8% | +55.5% | -49.7% | -3.5% |
| 5Y | -2.3% | +801.9% | -804.2% | -13.8% |
| All | -2.3% | +817.4% | -819.7% | -13.8% |
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