-2.3%
AKAM vs PEGA
-48.2%
+45.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.0% | +5.2% |
| 7D | +5.4% | -6.1% | +11.5% | +6.4% |
| 30D | -5.9% | +6.4% | -12.3% | -6.9% |
| 3M | -19.6% | +2.9% | -22.5% | -20.6% |
| 6M | +8.5% | -23.8% | +32.3% | +12.3% |
| YTD | +26.9% | -41.1% | +68.0% | +36.2% |
| 1Y | +41.7% | -38.2% | +79.9% | +50.2% |
| 3Y | +5.8% | +49.8% | -44.0% | -4.6% |
| 5Y | -2.3% | -48.0% | +45.7% | +8.4% |
| All | -2.3% | -48.2% | +45.9% | +8.4% |
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