+26.4%
AKAM vs PPL
+65.3%
-38.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -21.7% | +4.3% | -26.0% | -22.5% |
| 3M | -28.8% | +2.9% | -31.8% | -29.4% |
| 6M | -43.3% | +1.1% | -44.4% | -43.6% |
| YTD | -4.1% | +4.5% | -8.5% | -5.7% |
| 1Y | -3.9% | +0.1% | -4.0% | -4.6% |
| 3Y | -24.4% | +55.7% | -80.1% | -33.1% |
| 5Y | -23.8% | +47.6% | -71.4% | -31.8% |
| 10Y | +26.4% | +66.8% | -40.4% | +2.7% |
| All | +26.4% | +65.3% | -38.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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