+19.4%
AKAM vs PFGC
+12.5%
+6.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +13.5% | -14.2% | -1.6% |
| 7D | -12.4% | +13.9% | -26.3% | -13.3% |
| 30D | -20.4% | +18.4% | -38.8% | -21.7% |
| 3M | -30.3% | -2.5% | -27.8% | -29.9% |
| 6M | -18.8% | +26.0% | -44.8% | -25.8% |
| YTD | -1.5% | +21.9% | -23.4% | -11.2% |
| 1Y | +19.4% | +13.4% | +6.0% | +17.3% |
| All | +19.4% | +12.5% | +6.9% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling