-26.8%
AKAM vs PCOR
-10.3%
-16.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.8% |
| 7D | -10.4% | +22.7% | -33.1% | -14.5% |
| 30D | -20.6% | +37.5% | -58.0% | -26.0% |
| 3M | -29.9% | +35.2% | -65.1% | -34.7% |
| 6M | -31.9% | +42.2% | -74.1% | -37.7% |
| YTD | -4.8% | +3.6% | -8.3% | -7.7% |
| 1Y | +13.8% | -4.8% | +18.6% | +12.4% |
| 3Y | -23.4% | +48.3% | -71.7% | -32.4% |
| 5Y | -22.6% | -20.1% | -2.5% | -29.3% |
| All | -26.8% | -10.3% | -16.5% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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