-23.4%
AKAM vs PRU
+46.4%
-69.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.6% | +9.4% | +7.8% |
| 7D | -10.4% | +2.4% | -12.8% | -11.4% |
| 30D | -20.6% | +6.1% | -26.7% | -22.8% |
| 3M | -29.9% | -0.7% | -29.2% | -29.9% |
| 6M | -31.9% | +22.1% | -54.0% | -38.4% |
| YTD | -4.8% | +9.8% | -14.5% | -10.0% |
| 1Y | +13.8% | +19.4% | -5.5% | +2.8% |
| 3Y | -23.4% | +50.4% | -73.7% | -33.3% |
| All | -23.4% | +46.4% | -69.8% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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