+116.4%
PFE vs AKAM
-23.9%
+140.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.8% | +0.2% |
| 7D | -0.7% | -3.3% | +2.6% | -0.5% |
| 30D | +5.3% | -21.7% | +27.1% | +6.9% |
| 3M | +10.1% | -28.8% | +39.0% | +12.2% |
| 6M | +18.0% | -43.3% | +61.4% | +21.8% |
| YTD | +25.8% | -4.1% | +29.9% | +24.5% |
| 1Y | +28.4% | -3.9% | +32.4% | +27.0% |
| 3Y | +20.9% | -24.4% | +45.3% | +20.6% |
| 5Y | -21.5% | -23.8% | +2.2% | -22.0% |
| 10Y | +46.2% | +26.4% | +19.8% | +39.7% |
| All | +116.4% | -23.9% | +140.3% | +58.4% |
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 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