+260.4%
CMCSA vs PBR
+1,873.9%
-1,613.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.5% | -7.1% | -6.7% |
| 7D | -8.3% | +0.3% | -8.6% | -8.4% |
| 30D | -2.4% | +17.5% | -20.0% | -5.6% |
| 3M | +4.5% | +20.9% | -16.4% | +0.3% |
| 6M | -18.8% | +20.2% | -39.0% | -22.3% |
| YTD | -8.9% | +84.3% | -93.2% | -20.1% |
| 1Y | -18.3% | +77.1% | -95.4% | -27.9% |
| 3Y | -35.0% | +100.8% | -135.8% | -45.0% |
| 5Y | -48.2% | +556.1% | -604.3% | -67.1% |
| 10Y | +4.6% | +676.1% | -671.5% | -44.2% |
| All | +260.4% | +1,873.9% | -1,613.5% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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