+3.8%
PEP vs AKAM
-23.9%
+27.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.0% | +1.2% |
| 7D | +4.6% | -3.3% | +7.9% | +4.7% |
| 30D | +14.0% | -21.7% | +35.7% | +14.5% |
| 3M | +5.4% | -28.8% | +34.2% | +6.1% |
| 6M | -5.1% | -43.3% | +38.2% | -3.7% |
| YTD | +3.1% | -4.1% | +7.2% | +0.1% |
| 1Y | +4.8% | -3.9% | +8.7% | +1.6% |
| 3Y | -4.1% | -24.4% | +20.3% | -6.1% |
| All | +3.8% | -23.9% | +27.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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