+74.5%
AKAM vs PENG
+597.2%
-522.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +12.4% | -5.6% | +4.9% |
| 7D | -10.4% | -19.4% | +9.1% | -7.8% |
| 30D | -20.6% | -42.4% | +21.8% | -14.5% |
| 3M | -29.9% | -25.6% | -4.3% | -27.6% |
| 6M | -31.9% | +7.3% | -39.2% | -33.8% |
| YTD | -4.8% | +113.9% | -118.6% | -15.1% |
| 1Y | +13.8% | +93.6% | -79.7% | +2.4% |
| 3Y | -23.4% | +170.2% | -193.6% | -35.1% |
| 5Y | -22.6% | +44.2% | -66.7% | -33.0% |
| All | +74.5% | +597.2% | -522.7% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling