+1.1%
AKAM vs PPL
+58.0%
-56.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | +2.7% | -4.8% | -2.1% |
| 30D | -13.9% | +0.5% | -14.4% | -13.9% |
| 3M | -33.8% | +0.7% | -34.5% | -33.8% |
| 6M | +2.2% | -7.6% | +9.8% | +2.9% |
| YTD | +20.6% | +1.8% | +18.8% | +19.0% |
| 1Y | +36.3% | -0.8% | +37.1% | +35.1% |
| All | +1.1% | +58.0% | -56.9% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling