+121.4%
AKAM vs PBF
+287.3%
-165.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.8% |
| 3M | -29.5% | +1.7% | -31.2% | -29.9% |
| 6M | -42.1% | +69.8% | -111.9% | -45.0% |
| YTD | -0.8% | +167.7% | -168.5% | -9.9% |
| 1Y | -3.9% | +89.0% | -92.9% | -10.3% |
| 3Y | -21.9% | +78.8% | -100.6% | -28.5% |
| 5Y | -22.4% | +415.4% | -437.8% | -36.4% |
| 10Y | +32.3% | +263.1% | -230.9% | +2.3% |
| All | +121.4% | +287.3% | -165.9% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling