+30.5%
AKAM vs PTC
+312.5%
-282.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | -6.9% | +1.2% | -8.1% | -7.2% |
| 3M | -31.8% | +27.4% | -59.2% | -37.2% |
| 6M | -47.0% | +39.2% | -86.2% | -53.0% |
| YTD | -2.1% | +12.5% | -14.6% | -7.4% |
| 1Y | -3.7% | +12.3% | -16.0% | -8.8% |
| 3Y | -23.0% | +28.8% | -51.9% | -31.0% |
| 5Y | -23.4% | +60.9% | -84.3% | -36.6% |
| All | +30.5% | +312.5% | -282.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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