-23.7%
AKAM vs PNR
+642.9%
-666.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.7% | +5.8% |
| 7D | +5.4% | -3.9% | +9.3% | +7.5% |
| 30D | -5.9% | -13.8% | +7.9% | +1.4% |
| 3M | -19.6% | -22.5% | +2.9% | -9.6% |
| 6M | +8.5% | -37.2% | +45.6% | +34.6% |
| YTD | +26.9% | -44.2% | +71.2% | +66.9% |
| 1Y | +41.7% | -46.6% | +88.3% | +90.7% |
| 3Y | +5.8% | -12.5% | +18.3% | +6.9% |
| 5Y | -2.3% | -19.3% | +17.0% | -0.3% |
| 10Y | +111.0% | +67.5% | +43.5% | +27.4% |
| All | -23.7% | +642.9% | -666.6% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling