-13.4%
CMCSA vs PAAS
+43.8%
-57.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | +0.1% | +2.0% | -1.9% | +0.2% |
| 30D | +3.8% | -0.1% | +3.9% | +3.8% |
| 3M | +12.3% | +8.2% | +4.1% | +12.8% |
| 6M | -15.4% | -13.8% | -1.6% | -15.4% |
| YTD | -2.5% | -0.6% | -1.9% | -1.9% |
| 1Y | -13.4% | +44.0% | -57.4% | -12.6% |
| All | -13.4% | +43.8% | -57.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 1y: compounded portfolio wealth divided by compounded PAAS 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…
1y analysis · Full analysis span regression · 6 months rolling