-26.2%
AKAM vs PPG
+573.6%
-599.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.2% |
| 7D | +0.6% | -5.1% | +5.7% | +3.4% |
| 30D | -8.2% | -9.6% | +1.4% | -3.2% |
| 3M | -17.6% | -6.4% | -11.1% | -15.6% |
| 6M | +2.5% | +0.5% | +2.0% | +0.1% |
| YTD | +22.8% | +4.4% | +18.4% | +16.3% |
| 1Y | +39.6% | -0.9% | +40.5% | +35.9% |
| 3Y | +2.3% | -17.0% | +19.3% | +8.3% |
| 5Y | -4.3% | -23.7% | +19.4% | +1.8% |
| 10Y | +104.1% | +25.9% | +78.2% | +41.4% |
| All | -26.2% | +573.6% | -599.8% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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