-23.4%
AKAM vs PEGA
-45.6%
+22.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +4.1% |
| 7D | -3.3% | -8.2% | +5.0% | -2.0% |
| 30D | -21.7% | -11.6% | -10.2% | -20.3% |
| 3M | -28.8% | -4.2% | -24.7% | -28.7% |
| 6M | -43.3% | -12.0% | -31.4% | -42.8% |
| YTD | -4.1% | -46.9% | +42.8% | +4.4% |
| 1Y | -3.9% | -47.0% | +43.1% | +4.4% |
| 3Y | -24.4% | +40.9% | -65.3% | -31.2% |
| All | -23.4% | -45.6% | +22.2% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling