+112.4%
PFE vs AKAM
-27.0%
+139.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | -0.3% |
| 7D | -4.7% | -7.4% | +2.7% | -4.3% |
| 30D | +3.4% | -24.9% | +28.3% | +5.1% |
| 3M | +9.2% | -27.4% | +36.6% | +11.2% |
| 6M | +15.8% | -45.6% | +61.5% | +19.8% |
| YTD | +23.4% | -8.0% | +31.4% | +22.5% |
| 1Y | +25.8% | -4.1% | +29.9% | +24.5% |
| 3Y | +17.8% | -26.9% | +44.7% | +17.8% |
| 5Y | -20.2% | -26.6% | +6.4% | -20.5% |
| 10Y | +49.6% | +20.7% | +28.9% | +43.4% |
| All | +112.4% | -27.0% | +139.4% | +55.8% |
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