+5,014.3%
PCAR vs AKAM
-4.3%
+5,018.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -0.5% | -2.1% | +1.6% | -0.2% |
| 30D | -6.2% | -13.9% | +7.7% | -4.2% |
| 3M | +5.9% | -33.8% | +39.7% | +12.3% |
| 6M | +0.4% | +2.2% | -1.8% | -2.0% |
| YTD | +14.8% | +20.6% | -5.8% | +8.3% |
| 1Y | +30.1% | +36.3% | -6.2% | +20.1% |
| 3Y | +66.7% | -0.1% | +66.8% | +59.6% |
| 5Y | +166.1% | -7.5% | +173.7% | +155.7% |
| 10Y | +353.7% | +90.2% | +263.5% | +279.5% |
| All | +5,014.3% | -4.3% | +5,018.6% | +2,752.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling