-21.3%
AKAM vs PPL
+47.4%
-68.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +2.8% | -0.4% | +3.1% | +2.8% |
| 30D | -6.9% | +2.6% | -9.5% | -7.4% |
| 3M | -31.8% | +0.8% | -32.6% | -32.0% |
| 6M | -47.0% | +1.4% | -48.4% | -47.3% |
| YTD | -2.1% | +4.3% | -6.4% | -4.4% |
| 1Y | -3.7% | +0.8% | -4.4% | -4.9% |
| 3Y | -23.0% | +57.9% | -81.0% | -36.2% |
| All | -21.3% | +47.4% | -68.7% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling