+50.2%
PFE vs AKAM
+27.0%
+23.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.8% | -0.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.3% |
| 30D | +5.3% | -21.7% | +27.1% | +8.6% |
| 3M | +10.1% | -28.8% | +39.0% | +14.7% |
| 6M | +18.0% | -43.3% | +61.4% | +26.5% |
| YTD | +25.8% | -4.1% | +29.9% | +20.5% |
| 1Y | +28.4% | -3.9% | +32.4% | +22.9% |
| 3Y | +20.9% | -24.4% | +45.3% | +18.3% |
| 5Y | -21.5% | -23.8% | +2.2% | -24.4% |
| All | +50.2% | +27.0% | +23.3% | +27.4% |
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