+2.5%
CMCSA vs PCAR
+12.2%
-9.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.5% |
| 7D | +0.7% | +2.2% | -1.5% | +0.2% |
| 30D | +21.0% | +0.3% | +20.7% | +20.7% |
| 3M | -0.9% | -17.9% | +17.0% | +2.2% |
| 6M | +2.9% | -3.4% | +6.3% | +3.4% |
| YTD | -5.9% | -0.1% | -5.8% | -6.7% |
| 1Y | +2.5% | +13.4% | -10.9% | -6.3% |
| All | +2.5% | +12.2% | -9.7% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling