+5.7%
AKAM vs PH
+137.6%
-131.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.5% | +5.1% |
| 7D | +5.4% | 0.0% | +5.4% | +5.4% |
| 30D | -5.9% | -10.3% | +4.4% | -2.3% |
| 3M | -19.6% | +5.1% | -24.7% | -21.6% |
| 6M | +8.5% | +2.3% | +6.2% | +6.2% |
| YTD | +26.9% | +8.7% | +18.2% | +20.5% |
| 1Y | +41.7% | +26.8% | +14.9% | +25.6% |
| All | +5.7% | +137.6% | -131.9% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling