-41.2%
AKAM vs PEGA
+1,572.8%
-1,614.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -6.9% | -4.1% | -2.7% | -6.2% |
| 3M | -31.8% | -2.8% | -29.0% | -31.7% |
| 6M | -47.0% | -0.4% | -46.6% | -47.8% |
| YTD | -2.1% | -45.4% | +43.3% | +8.6% |
| 1Y | -3.7% | -42.6% | +38.9% | +5.5% |
| 3Y | -23.0% | +45.4% | -68.5% | -34.8% |
| 5Y | -23.4% | -44.6% | +21.2% | -23.8% |
| 10Y | +30.5% | +91.2% | -60.7% | -5.4% |
| All | -41.2% | +1,572.8% | -1,614.0% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling