+101.8%
AKAM vs PEGA
+180.6%
-78.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.2% | -3.7% |
| 7D | +0.6% | -5.3% | +5.9% | +1.6% |
| 30D | -8.2% | +8.3% | -16.5% | -9.9% |
| 3M | -17.6% | +8.9% | -26.5% | -19.8% |
| 6M | +2.5% | -19.7% | +22.2% | +5.7% |
| YTD | +22.8% | -39.9% | +62.7% | +33.5% |
| 1Y | +39.6% | -36.4% | +76.0% | +49.1% |
| 3Y | +2.3% | +52.8% | -50.5% | -13.2% |
| 5Y | -4.3% | -45.7% | +41.4% | +1.3% |
| All | +101.8% | +180.6% | -78.8% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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