-76.7%
PCG vs AKAM
+23.5%
-100.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.7% |
| 7D | -1.1% | -7.4% | +6.3% | -0.2% |
| 30D | +0.1% | -24.9% | +25.0% | +3.4% |
| 3M | -24.4% | -27.4% | +2.9% | -21.9% |
| 6M | -17.7% | -45.6% | +28.0% | -11.9% |
| YTD | -17.4% | -8.0% | -9.4% | -20.3% |
| 1Y | -19.4% | -4.1% | -15.3% | -22.8% |
| 3Y | -18.6% | -26.9% | +8.3% | -20.1% |
| 5Y | +10.2% | -26.6% | +36.8% | +6.5% |
| 10Y | -76.7% | +20.7% | -97.4% | -79.3% |
| All | -76.7% | +23.5% | -100.2% | -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