+5.7%
AKAM vs PFG
+67.4%
-61.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.2% |
| 7D | +5.4% | +3.2% | +2.2% | +3.9% |
| 30D | -5.9% | +0.9% | -6.8% | -6.3% |
| 3M | -19.6% | +7.7% | -27.3% | -22.5% |
| 6M | +8.5% | +29.0% | -20.5% | -3.4% |
| YTD | +26.9% | +32.5% | -5.5% | +10.2% |
| 1Y | +41.7% | +47.3% | -5.6% | +15.6% |
| All | +5.7% | +67.4% | -61.7% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling