+101.1%
AKAM vs PNR
+66.2%
+35.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | +1.5% | -6.0% | +7.5% | +3.5% |
| 30D | -13.0% | -14.0% | +0.9% | -8.7% |
| 3M | -19.4% | -21.7% | +2.3% | -13.3% |
| 6M | +0.3% | -37.3% | +37.6% | +15.7% |
| YTD | +22.4% | -45.1% | +67.5% | +47.7% |
| 1Y | +34.8% | -49.1% | +84.0% | +67.1% |
| 3Y | +1.9% | -14.8% | +16.8% | +5.3% |
| 5Y | -4.6% | -21.0% | +16.4% | -2.2% |
| All | +101.1% | +66.2% | +35.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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