+6.4%
CMCSA vs PCAR
+292.6%
-286.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +4.6% | +3.8% | +0.7% | +3.1% |
| 30D | +19.8% | -2.0% | +21.8% | +20.7% |
| 3M | -0.3% | -19.1% | +18.8% | +8.1% |
| 6M | +0.3% | -6.8% | +7.1% | +2.3% |
| YTD | -6.9% | -2.5% | -4.4% | -7.3% |
| 1Y | +2.6% | +9.7% | -7.1% | -2.7% |
| 3Y | -29.0% | +34.0% | -63.0% | -39.8% |
| 5Y | -42.0% | +113.3% | -155.3% | -60.6% |
| 10Y | +6.4% | +278.2% | -271.8% | -41.9% |
| All | +6.4% | +292.6% | -286.1% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling