+3,407.0%
PWR vs AKAM
-4.0%
+3,411.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.3% |
| 7D | +4.5% | -0.8% | +5.3% | +4.7% |
| 30D | -4.9% | -4.5% | -0.4% | -4.0% |
| 3M | -7.9% | -25.6% | +17.7% | -1.9% |
| 6M | +18.3% | +5.7% | +12.6% | +14.3% |
| YTD | +51.5% | +21.0% | +30.5% | +40.9% |
| 1Y | +70.3% | +33.9% | +36.4% | +54.3% |
| 3Y | +210.6% | +0.9% | +209.7% | +193.6% |
| 5Y | +456.7% | -6.9% | +463.5% | +431.1% |
| 10Y | +2,396.1% | +97.4% | +2,298.7% | +1,840.6% |
| All | +3,407.0% | -4.0% | +3,411.0% | +1,651.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling