+111.0%
AKAM vs PTC
+196.2%
-85.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.1% | +5.8% |
| 7D | +5.4% | -13.6% | +19.0% | +9.8% |
| 30D | -5.9% | -14.7% | +8.8% | -1.7% |
| 3M | -19.6% | -5.9% | -13.7% | -19.2% |
| 6M | +8.5% | -21.1% | +29.6% | +14.9% |
| YTD | +26.9% | -26.0% | +52.9% | +37.0% |
| 1Y | +41.7% | -36.8% | +78.5% | +60.6% |
| 3Y | +5.8% | -10.3% | +16.1% | +6.5% |
| 5Y | -2.3% | +1.2% | -3.5% | -6.6% |
| 10Y | +111.0% | +198.3% | -87.3% | +45.9% |
| All | +111.0% | +196.2% | -85.2% | +45.9% |
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