+1.7%
PCG vs AKAM
-23.9%
+25.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.5% |
| 7D | -0.5% | -3.3% | +2.8% | -0.3% |
| 30D | +0.8% | -21.7% | +22.5% | +1.9% |
| 3M | -22.0% | -28.8% | +6.8% | -20.9% |
| 6M | -17.1% | -43.3% | +26.2% | -15.1% |
| YTD | -16.9% | -4.1% | -12.8% | -17.6% |
| 1Y | -19.1% | -3.9% | -15.1% | -19.8% |
| 3Y | -19.4% | -24.4% | +5.0% | -19.7% |
| 5Y | +9.0% | -23.8% | +32.8% | +8.4% |
| 10Y | -76.2% | +26.4% | -102.6% | -77.0% |
| All | +1.7% | -23.9% | +25.6% | -24.6% |
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