-23.0%
AKAM vs PENG
+209.7%
-232.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.1% | 0.0% |
| 7D | +2.8% | +13.2% | -10.4% | -0.6% |
| 30D | -6.9% | -29.9% | +23.1% | -0.3% |
| 3M | -31.8% | -22.2% | -9.6% | -29.3% |
| 6M | -47.0% | -1.9% | -45.1% | -49.6% |
| YTD | -2.1% | +142.1% | -144.2% | -22.4% |
| 1Y | -3.7% | +151.5% | -155.2% | -24.3% |
| 3Y | -23.0% | +206.9% | -230.0% | -43.7% |
| All | -23.0% | +209.7% | -232.8% | -43.7% |
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