+169.2%
AKAM vs PBF
+303.9%
-134.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.1% |
| 7D | -2.1% | +4.3% | -6.4% | -2.4% |
| 30D | -13.9% | +22.0% | -35.9% | -15.4% |
| 3M | -33.8% | +74.5% | -108.3% | -36.9% |
| 6M | +2.2% | +67.7% | -65.5% | -2.7% |
| YTD | +20.6% | +179.2% | -158.6% | +9.6% |
| 1Y | +36.3% | +170.0% | -133.7% | +23.6% |
| 3Y | -0.1% | +66.4% | -66.5% | -7.8% |
| 5Y | -7.5% | +764.5% | -772.0% | -27.5% |
| 10Y | +90.2% | +358.5% | -268.4% | +41.2% |
| All | +169.2% | +303.9% | -134.7% | +94.4% |
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