-21.3%
AKAM vs PEG
+43.5%
-64.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.7% |
| 7D | +2.8% | +4.5% | -1.7% | +1.4% |
| 30D | -6.9% | +7.5% | -14.4% | -8.9% |
| 3M | -31.8% | +0.8% | -32.7% | -32.1% |
| 6M | -47.0% | 0.0% | -47.0% | -47.2% |
| YTD | -2.1% | -3.0% | +0.9% | -2.0% |
| 1Y | -3.7% | -4.7% | +1.1% | -2.9% |
| 3Y | -23.0% | +36.5% | -59.5% | -33.1% |
| All | -21.3% | +43.5% | -64.7% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling