+0.9%
AKAM vs PTC
-8.0%
+8.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +2.1% |
| 7D | -0.8% | -12.8% | +12.0% | +3.4% |
| 30D | -4.5% | -9.8% | +5.3% | -1.5% |
| 3M | -25.6% | -2.1% | -23.5% | -25.6% |
| 6M | +5.7% | -18.1% | +23.8% | +13.7% |
| YTD | +21.0% | -23.5% | +44.6% | +34.1% |
| 1Y | +33.9% | -37.4% | +71.2% | +62.4% |
| 3Y | +0.9% | -7.2% | +8.1% | -2.9% |
| All | +0.9% | -8.0% | +8.9% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling