+106.7%
PFE vs AKAM
-4.3%
+111.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | +1.8% | -2.1% | +3.8% | +1.9% |
| 30D | +10.2% | -13.9% | +24.2% | +11.2% |
| 3M | +12.7% | -33.8% | +46.5% | +15.5% |
| 6M | +10.5% | +2.2% | +8.4% | +9.4% |
| YTD | +20.2% | +20.6% | -0.4% | +17.4% |
| 1Y | +24.1% | +36.3% | -12.2% | +20.1% |
| 3Y | -3.6% | -0.1% | -3.4% | -5.3% |
| 5Y | -20.9% | -7.5% | -13.3% | -22.2% |
| 10Y | +35.8% | +90.2% | -54.3% | +26.9% |
| All | +106.7% | -4.3% | +111.1% | +49.4% |
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