+35.2%
PFE vs AKAM
+108.8%
-73.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.8% |
| 7D | -4.3% | +5.4% | -9.7% | -5.0% |
| 30D | +2.7% | -5.9% | +8.6% | +3.5% |
| 3M | +10.0% | -19.6% | +29.6% | +13.1% |
| 6M | +7.2% | +8.5% | -1.3% | +3.0% |
| YTD | +17.3% | +26.9% | -9.6% | +8.8% |
| 1Y | +20.3% | +41.7% | -21.4% | +8.9% |
| 3Y | -1.6% | +5.8% | -7.4% | -8.0% |
| 5Y | -21.4% | -2.3% | -19.0% | -26.3% |
| 10Y | +35.2% | +111.0% | -75.7% | +5.9% |
| All | +35.2% | +108.8% | -73.6% | +5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling