+1,380.2%
CMCSA vs PAAS
+1,002.0%
+378.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.3% |
| 7D | +2.7% | +8.8% | -6.2% | +2.2% |
| 30D | +18.6% | -8.5% | +27.1% | +19.1% |
| 3M | -1.8% | -17.0% | +15.2% | -1.1% |
| 6M | -0.7% | -27.9% | +27.2% | +0.7% |
| YTD | -7.8% | -17.5% | +9.7% | -7.7% |
| 1Y | +0.7% | +22.8% | -22.1% | -1.7% |
| 3Y | -28.0% | +224.2% | -252.2% | -34.8% |
| 5Y | -42.1% | +73.6% | -115.7% | -46.2% |
| 10Y | +8.2% | +186.4% | -178.2% | -6.0% |
| All | +1,380.2% | +1,002.0% | +378.2% | +1,068.4% |
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