+242.7%
PWR vs AKAM
-22.7%
+265.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | +11.3% | +2.8% | +8.5% | +10.6% |
| 30D | -8.9% | -6.9% | -2.0% | -7.7% |
| 3M | -10.5% | -31.8% | +21.3% | -4.3% |
| 6M | -22.2% | -47.0% | +24.8% | -13.8% |
| YTD | +42.7% | -2.1% | +44.9% | +39.3% |
| 1Y | +41.1% | -3.7% | +44.8% | +38.1% |
| 3Y | +242.7% | -23.0% | +265.8% | +216.9% |
| All | +242.7% | -22.7% | +265.5% | +216.9% |
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