+101.1%
AKAM vs PEG
+148.0%
-46.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | -13.0% | -3.7% | -9.3% | -12.3% |
| 3M | -19.4% | -7.3% | -12.1% | -18.1% |
| 6M | +0.3% | -10.5% | +10.8% | +2.6% |
| YTD | +22.4% | -7.5% | +29.9% | +24.1% |
| 1Y | +34.8% | -8.7% | +43.6% | +37.0% |
| 3Y | +1.9% | +31.4% | -29.4% | -5.9% |
| 5Y | -4.6% | +37.8% | -42.4% | -13.2% |
| All | +101.1% | +148.0% | -46.9% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling