+101.4%
CMCSA vs PBF
+287.3%
-186.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -0.6% | +4.3% | -4.9% | -1.0% |
| 30D | +18.8% | -21.8% | +40.6% | +21.3% |
| 3M | -1.1% | +1.7% | -2.8% | -1.8% |
| 6M | +2.5% | +69.8% | -67.3% | -3.7% |
| YTD | -6.7% | +167.7% | -174.5% | -17.1% |
| 1Y | 0.0% | +89.0% | -89.0% | -8.2% |
| 3Y | -28.9% | +78.8% | -107.7% | -36.1% |
| 5Y | -41.1% | +415.4% | -456.6% | -54.7% |
| 10Y | +4.5% | +263.1% | -258.6% | -28.0% |
| All | +101.4% | +287.3% | -186.0% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling