+2,025.7%
AKAM vs PRU
+806.6%
+1,219.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -2.1% | +1.9% | -4.0% | -2.8% |
| 30D | -13.9% | +2.7% | -16.7% | -14.8% |
| 3M | -33.8% | +19.5% | -53.3% | -38.3% |
| 6M | +2.2% | +26.6% | -24.5% | -6.7% |
| YTD | +20.6% | +12.3% | +8.3% | +14.7% |
| 1Y | +36.3% | +18.0% | +18.3% | +27.1% |
| 3Y | -0.1% | +47.0% | -47.1% | -14.7% |
| 5Y | -7.5% | +48.4% | -56.0% | -22.7% |
| 10Y | +90.2% | +142.4% | -52.3% | +18.3% |
| All | +2,025.7% | +806.6% | +1,219.1% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling