+1.9%
AKAM vs PSLV
+165.9%
-163.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.5% | -3.5% | +4.9% | +1.8% |
| 30D | -13.0% | -2.1% | -10.9% | -12.8% |
| 3M | -19.4% | -1.6% | -17.7% | -19.3% |
| 6M | +0.3% | -25.5% | +25.8% | +1.8% |
| YTD | +22.4% | -11.4% | +33.8% | +19.6% |
| 1Y | +34.8% | +48.6% | -13.7% | +21.0% |
| 3Y | +1.9% | +166.9% | -164.9% | -14.6% |
| All | +1.9% | +165.9% | -163.9% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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