-75.3%
PCG vs AKAM
+108.8%
-184.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.9% | -9.1% | -4.9% |
| 7D | +6.5% | +5.4% | +1.1% | +5.7% |
| 30D | -16.7% | -5.9% | -10.9% | -16.2% |
| 3M | -14.2% | -19.6% | +5.5% | -12.1% |
| 6M | -21.5% | +8.5% | -29.9% | -24.2% |
| YTD | -11.2% | +26.9% | -38.1% | -17.1% |
| 1Y | -4.2% | +41.7% | -45.9% | -12.6% |
| 3Y | -14.9% | +5.8% | -20.7% | -20.1% |
| 5Y | +54.2% | -2.3% | +56.6% | +44.9% |
| 10Y | -75.3% | +111.0% | -186.3% | -78.4% |
| All | -75.3% | +108.8% | -184.1% | -78.4% |
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