+1.8%
CMCSA vs PBF
+120.1%
-118.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.7% | +11.7% | +5.0% |
| 7D | +15.2% | -0.9% | +16.1% | +15.1% |
| 30D | +17.0% | -13.7% | +30.7% | +17.1% |
| 3M | +1.2% | +10.6% | -9.4% | +1.1% |
| 6M | -5.5% | +61.2% | -66.7% | -6.8% |
| YTD | -6.5% | +172.7% | -179.3% | -7.7% |
| 1Y | +1.8% | +111.0% | -109.2% | -0.7% |
| All | +1.8% | +120.1% | -118.2% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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