-2.3%
AKAM vs PFGC
+111.7%
-114.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.2% |
| 7D | +5.4% | -3.7% | +9.1% | +6.4% |
| 30D | -5.9% | -16.0% | +10.1% | -1.7% |
| 3M | -19.6% | -4.1% | -15.5% | -19.6% |
| 6M | +8.5% | +8.7% | -0.2% | +4.1% |
| YTD | +26.9% | +6.4% | +20.6% | +22.3% |
| 1Y | +41.7% | -8.4% | +50.1% | +42.6% |
| 3Y | +5.8% | +61.8% | -56.0% | -8.4% |
| 5Y | -2.3% | +108.7% | -111.0% | -22.1% |
| All | -2.3% | +111.7% | -114.0% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling