-7.6%
AKAM vs PENG
+99.6%
-107.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.3% | +6.6% | +4.9% |
| 7D | -3.3% | -16.1% | +12.8% | +0.6% |
| 30D | -21.7% | -41.5% | +19.7% | -10.8% |
| 3M | -28.8% | -19.1% | -9.7% | -26.5% |
| 6M | -43.3% | +0.9% | -44.3% | -48.9% |
| YTD | -4.1% | +128.2% | -132.3% | -26.7% |
| All | -7.6% | +99.6% | -107.3% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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