-27.5%
AKAM vs PEGA
+1,825.3%
-1,852.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -2.1% | +3.3% | -5.4% | -2.8% |
| 30D | -13.9% | +17.7% | -31.7% | -17.2% |
| 3M | -33.8% | +5.8% | -39.6% | -35.4% |
| 6M | +2.2% | -20.3% | +22.4% | +5.5% |
| YTD | +20.6% | -37.1% | +57.7% | +30.2% |
| 1Y | +36.3% | -30.2% | +66.5% | +42.9% |
| 3Y | -0.1% | +48.1% | -48.2% | -15.5% |
| 5Y | -7.5% | -46.8% | +39.3% | -6.8% |
| 10Y | +90.2% | +191.3% | -101.2% | +25.5% |
| All | -27.5% | +1,825.3% | -1,852.9% | -74.4% |
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 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