+30.5%
AKAM vs PH
+698.6%
-668.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | +2.8% | +4.1% | -1.3% | +1.6% |
| 30D | -6.9% | -0.1% | -6.8% | -7.0% |
| 3M | -31.8% | -9.6% | -22.3% | -30.0% |
| 6M | -47.0% | +8.5% | -55.5% | -48.5% |
| YTD | -2.1% | +9.4% | -11.5% | -5.7% |
| 1Y | -3.7% | +14.2% | -17.9% | -8.4% |
| 3Y | -23.0% | +134.0% | -157.1% | -40.1% |
| 5Y | -23.4% | +203.8% | -227.2% | -45.5% |
| All | +30.5% | +698.6% | -668.1% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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