+697.1%
PEP vs AKAM
-4.3%
+701.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -1.3% |
| 30D | +0.2% | -13.9% | +14.2% | +0.7% |
| 3M | -1.1% | -33.8% | +32.7% | +0.2% |
| 6M | -13.5% | +2.2% | -15.7% | -14.0% |
| YTD | -1.2% | +20.6% | -21.8% | -2.6% |
| 1Y | -1.6% | +36.3% | -37.9% | -3.5% |
| 3Y | -12.5% | -0.1% | -12.4% | -13.6% |
| 5Y | +3.0% | -7.5% | +10.6% | +1.9% |
| 10Y | +73.9% | +90.2% | -16.3% | +67.7% |
| All | +697.1% | -4.3% | +701.5% | +570.3% |
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 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