+107.3%
AKAM vs PSLV
+108.9%
-1.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -2.7% |
| 7D | +0.6% | -4.9% | +5.5% | +1.1% |
| 30D | -8.2% | -1.9% | -6.3% | -8.0% |
| 3M | -17.6% | +4.2% | -21.8% | -18.0% |
| 6M | +2.5% | -27.6% | +30.1% | +5.3% |
| YTD | +22.8% | -11.7% | +34.5% | +21.7% |
| 1Y | +39.6% | +49.3% | -9.7% | +29.8% |
| 3Y | +2.3% | +167.1% | -164.8% | -11.3% |
| 5Y | -4.3% | +151.7% | -156.0% | -17.2% |
| 10Y | +104.1% | +187.0% | -82.9% | +71.2% |
| All | +107.3% | +108.9% | -1.6% | +48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling