+4,082.5%
PCAR vs AKAM
-24.5%
+4,106.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.7% | -9.2% | -3.5% |
| 7D | +0.1% | -10.4% | +10.5% | +1.6% |
| 30D | -4.6% | -20.6% | +16.0% | -1.5% |
| 3M | -22.6% | -29.9% | +7.3% | -18.9% |
| 6M | -12.0% | -31.9% | +19.9% | -8.4% |
| YTD | -6.1% | -4.8% | -1.3% | -8.7% |
| 1Y | +6.3% | +13.8% | -7.5% | +0.2% |
| 3Y | +31.8% | -23.4% | +55.2% | +30.6% |
| 5Y | +104.2% | -22.6% | +126.7% | +100.3% |
| 10Y | +302.9% | +26.3% | +276.7% | +257.3% |
| All | +4,082.5% | -24.5% | +4,106.9% | +2,302.8% |
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