+101.1%
AKAM vs PFGC
+292.9%
-191.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.5% | -4.8% | +6.2% | +2.0% |
| 30D | -13.0% | -12.5% | -0.5% | -11.9% |
| 3M | -19.4% | -9.7% | -9.7% | -18.8% |
| 6M | +0.3% | +7.0% | -6.7% | -0.8% |
| YTD | +22.4% | +4.5% | +17.9% | +21.2% |
| 1Y | +34.8% | -11.6% | +46.4% | +35.7% |
| 3Y | +1.9% | +58.5% | -56.5% | -2.3% |
| 5Y | -4.6% | +112.6% | -117.2% | -10.7% |
| All | +101.1% | +292.9% | -191.7% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling