+0.6%
AKAM vs PENG
+101.4%
-100.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -2.5% |
| 7D | -2.1% | +4.5% | -6.6% | -3.0% |
| 30D | -13.9% | -7.1% | -6.8% | -12.9% |
| 3M | -33.8% | -27.3% | -6.6% | -31.2% |
| 6M | +2.2% | +169.6% | -167.4% | -15.3% |
| YTD | +20.6% | +164.6% | -144.0% | -0.2% |
| 1Y | +36.3% | +109.5% | -73.2% | +16.0% |
| All | +0.6% | +101.4% | -100.8% | -19.0% |
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