+39.6%
AKAM vs PFG
+49.2%
-9.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | +0.6% | -3.0% | +3.6% | +0.7% |
| 30D | -8.2% | +2.5% | -10.7% | -8.2% |
| 3M | -17.6% | +6.1% | -23.6% | -17.6% |
| 6M | +2.5% | +31.3% | -28.8% | +2.6% |
| YTD | +22.8% | +33.6% | -10.8% | +20.1% |
| 1Y | +39.6% | +48.5% | -8.9% | +30.2% |
| All | +39.6% | +49.2% | -9.6% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling