+54.5%
PCG vs AKAM
-7.4%
+61.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -13.9% | -2.1% | -11.8% | -13.7% |
| 30D | -16.9% | -13.9% | -2.9% | -15.7% |
| 3M | -14.7% | -33.8% | +19.1% | -11.2% |
| 6M | -23.8% | +2.2% | -26.0% | -25.8% |
| YTD | -10.5% | +20.6% | -31.1% | -15.8% |
| 1Y | -5.1% | +36.3% | -41.4% | -12.9% |
| 3Y | -11.6% | -0.1% | -11.5% | -16.6% |
| All | +54.5% | -7.4% | +61.8% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling