-23.4%
AKAM vs PENG
+184.4%
-207.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.4% | -5.6% | +3.7% |
| 7D | -10.4% | -19.4% | +9.1% | -6.3% |
| 30D | -20.6% | -42.4% | +21.8% | -10.6% |
| 3M | -29.9% | -25.6% | -4.3% | -26.4% |
| 6M | -31.9% | +7.3% | -39.2% | -36.0% |
| YTD | -4.8% | +113.9% | -118.6% | -22.0% |
| 1Y | +13.8% | +93.6% | -79.7% | -5.4% |
| 3Y | -23.4% | +170.2% | -193.6% | -42.2% |
| All | -23.4% | +184.4% | -207.7% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling