+278.2%
PCAR vs AKAM
+25.2%
+253.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.5% |
| 7D | +3.8% | -3.3% | +7.1% | +4.2% |
| 30D | -2.0% | -21.7% | +19.8% | +1.8% |
| 3M | -19.1% | -28.8% | +9.8% | -14.9% |
| 6M | -6.8% | -43.3% | +36.5% | +1.6% |
| YTD | -2.5% | -4.1% | +1.6% | -7.7% |
| 1Y | +9.7% | -3.9% | +13.6% | +3.7% |
| 3Y | +34.0% | -24.4% | +58.4% | +30.3% |
| 5Y | +113.3% | -23.8% | +137.1% | +103.8% |
| 10Y | +278.2% | +26.4% | +251.8% | +211.3% |
| All | +278.2% | +25.2% | +253.0% | +211.3% |
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