-76.5%
PCG vs AKAM
+31.6%
-108.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.0% | +11.2% | -13.2% | -3.3% |
| 30D | -2.7% | -13.4% | +10.7% | -1.2% |
| 3M | -25.1% | -29.5% | +4.4% | -22.1% |
| 6M | -22.3% | -42.1% | +19.8% | -17.5% |
| YTD | -18.5% | -0.8% | -17.7% | -22.1% |
| 1Y | -21.8% | -3.9% | -17.9% | -24.9% |
| 3Y | -21.0% | -21.9% | +0.8% | -23.1% |
| 5Y | +8.1% | -22.4% | +30.5% | +3.8% |
| All | -76.5% | +31.6% | -108.1% | -79.3% |
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