-0.7%
PFE vs AKAM
+4.6%
-5.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.4% |
| 7D | -4.3% | +5.4% | -9.7% | -4.7% |
| 30D | +2.7% | -5.9% | +8.6% | +3.1% |
| 3M | +10.0% | -19.6% | +29.6% | +11.7% |
| 6M | +7.2% | +8.5% | -1.3% | +4.3% |
| YTD | +17.3% | +26.9% | -9.6% | +11.2% |
| 1Y | +20.3% | +41.7% | -21.4% | +12.2% |
| All | -0.7% | +4.6% | -5.3% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling