+367.9%
PCAR vs AKAM
+108.8%
+259.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.4% |
| 7D | -0.2% | +5.4% | -5.6% | -1.2% |
| 30D | -6.9% | -5.9% | -1.0% | -6.0% |
| 3M | +2.1% | -19.6% | +21.7% | +5.7% |
| 6M | +1.6% | +8.5% | -6.9% | -2.9% |
| YTD | +12.2% | +26.9% | -14.7% | +2.1% |
| 1Y | +28.0% | +41.7% | -13.6% | +13.0% |
| 3Y | +61.0% | +5.8% | +55.2% | +48.4% |
| 5Y | +163.9% | -2.3% | +166.2% | +144.0% |
| 10Y | +367.9% | +111.0% | +257.0% | +250.6% |
| All | +367.9% | +108.8% | +259.1% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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