+3.2%
PEP vs AKAM
-2.4%
+5.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.1% | -1.4% |
| 7D | -1.7% | +5.4% | -7.1% | -1.8% |
| 30D | +0.3% | -5.9% | +6.2% | +0.5% |
| 3M | -3.2% | -19.6% | +16.4% | -2.5% |
| 6M | -13.6% | +8.5% | -22.0% | -15.1% |
| YTD | -1.9% | +26.9% | -28.8% | -5.3% |
| 1Y | -0.6% | +41.7% | -42.3% | -5.3% |
| 3Y | -13.6% | +5.8% | -19.4% | -16.6% |
| 5Y | +3.2% | -2.3% | +5.5% | +1.9% |
| All | +3.2% | -2.4% | +5.7% | +1.9% |
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