+3,040.9%
AKAM vs PFG
+1,015.3%
+2,025.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -2.1% | +5.5% | -7.6% | -4.0% |
| 30D | -13.9% | +2.4% | -16.3% | -14.7% |
| 3M | -33.8% | +13.6% | -47.4% | -37.0% |
| 6M | +2.2% | +27.9% | -25.7% | -6.8% |
| YTD | +20.6% | +35.6% | -15.0% | +7.2% |
| 1Y | +36.3% | +48.5% | -12.2% | +17.0% |
| 3Y | -0.1% | +66.9% | -67.0% | -18.1% |
| 5Y | -7.5% | +111.0% | -118.5% | -31.8% |
| 10Y | +90.2% | +244.5% | -154.3% | +5.7% |
| All | +3,040.9% | +1,015.3% | +2,025.6% | +641.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling