+733.7%
PEP vs AKAM
-21.2%
+754.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | +0.1% |
| 7D | +1.1% | +0.9% | +0.2% | +1.0% |
| 30D | +13.6% | -14.7% | +28.4% | +14.1% |
| 3M | +5.1% | -25.7% | +30.8% | +6.0% |
| 6M | -1.6% | -43.4% | +41.7% | 0.0% |
| YTD | +3.3% | -0.7% | +4.0% | +2.4% |
| 1Y | +3.2% | -4.3% | +7.6% | +2.5% |
| 3Y | -3.9% | -21.7% | +17.8% | -4.4% |
| 5Y | +4.0% | -20.7% | +24.8% | +3.3% |
| 10Y | +90.1% | +32.4% | +57.7% | +85.1% |
| All | +733.7% | -21.2% | +754.9% | +604.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling