+2,236.9%
CMCSA vs PCAR
+15,337.6%
-13,100.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -1.9% |
| 30D | +7.0% | -6.2% | +13.3% | +9.5% |
| 3M | +15.1% | +5.9% | +9.2% | +12.1% |
| 6M | -15.4% | +0.4% | -15.8% | -16.2% |
| YTD | -1.9% | +14.8% | -16.7% | -7.9% |
| 1Y | -12.7% | +30.1% | -42.8% | -22.0% |
| 3Y | -31.0% | +66.7% | -97.7% | -45.0% |
| 5Y | -46.1% | +166.1% | -212.2% | -64.4% |
| 10Y | +10.8% | +353.7% | -342.8% | -41.9% |
| All | +2,236.9% | +15,337.6% | -13,100.7% | +223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling