+1,475.2%
CMCSA vs PAAS
+1,235.6%
+239.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -2.1% | -2.9% | +0.8% | -1.9% |
| 30D | +7.0% | +6.8% | +0.2% | +6.5% |
| 3M | +15.1% | -2.9% | +18.0% | +15.0% |
| 6M | -15.4% | -16.4% | +1.1% | -14.9% |
| YTD | -1.9% | 0.0% | -1.9% | -2.7% |
| 1Y | -12.7% | +54.3% | -67.0% | -15.9% |
| 3Y | -31.0% | +230.7% | -261.7% | -37.5% |
| 5Y | -46.1% | +111.6% | -157.7% | -50.4% |
| 10Y | +10.8% | +211.7% | -200.9% | -4.0% |
| All | +1,475.2% | +1,235.6% | +239.6% | +1,132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling