+101.8%
AKAM vs PFG
+247.4%
-145.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | +0.6% | -3.0% | +3.6% | +1.4% |
| 30D | -8.2% | +2.5% | -10.7% | -8.8% |
| 3M | -17.6% | +6.1% | -23.6% | -19.0% |
| 6M | +2.5% | +31.3% | -28.8% | -5.0% |
| YTD | +22.8% | +33.6% | -10.8% | +12.7% |
| 1Y | +39.6% | +48.5% | -8.9% | +24.2% |
| 3Y | +2.3% | +69.6% | -67.3% | -12.2% |
| 5Y | -4.3% | +111.5% | -115.8% | -22.6% |
| All | +101.8% | +247.4% | -145.6% | +38.3% |
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