+30.5%
AKAM vs PFG
+184.0%
-153.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.5% |
| 7D | +2.8% | +2.4% | +0.4% | +2.1% |
| 30D | -6.9% | +5.9% | -12.7% | -8.3% |
| 3M | -31.8% | -0.4% | -31.4% | -31.9% |
| 6M | -47.0% | +14.8% | -61.8% | -49.2% |
| YTD | -2.1% | +31.9% | -34.0% | -10.0% |
| 1Y | -3.7% | +38.8% | -42.5% | -12.8% |
| 3Y | -23.0% | +82.4% | -105.4% | -35.0% |
| 5Y | -23.4% | +94.7% | -118.1% | -36.9% |
| All | +30.5% | +184.0% | -153.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling