-27.5%
AKAM vs PEG
+1,005.3%
-1,032.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -13.9% | -2.4% | -11.5% | -13.3% |
| 3M | -33.8% | -4.8% | -29.0% | -32.9% |
| 6M | +2.2% | -10.7% | +12.9% | +5.4% |
| YTD | +20.6% | -6.7% | +27.3% | +22.5% |
| 1Y | +36.3% | -6.8% | +43.2% | +38.4% |
| 3Y | -0.1% | +34.5% | -34.6% | -11.0% |
| 5Y | -7.5% | +35.8% | -43.3% | -18.5% |
| 10Y | +90.2% | +141.7% | -51.6% | +32.5% |
| All | -27.5% | +1,005.3% | -1,032.8% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling