+39.6%
AKAM vs PEGA
-37.1%
+76.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.2% | -3.4% |
| 7D | +0.6% | -5.3% | +5.9% | +1.0% |
| 30D | -8.2% | +8.3% | -16.5% | -8.8% |
| 3M | -17.6% | +8.9% | -26.5% | -18.1% |
| 6M | +2.5% | -19.7% | +22.2% | +6.7% |
| YTD | +22.8% | -39.9% | +62.7% | +29.0% |
| 1Y | +39.6% | -36.4% | +76.0% | +45.8% |
| All | +39.6% | -37.1% | +76.7% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling