+9.5%
PCG vs AKAM
-4.3%
+13.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.5% |
| 7D | -13.9% | -2.1% | -11.8% | -13.8% |
| 30D | -16.9% | -13.9% | -2.9% | -16.3% |
| 3M | -14.7% | -33.8% | +19.1% | -13.1% |
| 6M | -23.8% | +2.2% | -26.0% | -24.4% |
| YTD | -10.5% | +20.6% | -31.1% | -12.1% |
| 1Y | -5.1% | +36.3% | -41.4% | -7.5% |
| 3Y | -11.6% | -0.1% | -11.5% | -12.9% |
| 5Y | +59.0% | -7.5% | +66.6% | +56.9% |
| 10Y | -75.7% | +90.2% | -165.9% | -76.9% |
| All | +9.5% | -4.3% | +13.9% | -19.6% |
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