+1.8%
CMCSA vs PCG
-14.1%
+15.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.9% |
| 7D | +15.2% | +1.9% | +13.3% | +15.0% |
| 30D | +17.0% | +8.5% | +8.5% | +16.1% |
| 3M | +1.2% | -22.9% | +24.1% | +4.2% |
| 6M | -5.5% | -16.8% | +11.2% | -3.6% |
| YTD | -6.5% | -15.8% | +9.2% | -5.4% |
| 1Y | +1.8% | -16.0% | +17.8% | +1.7% |
| All | +1.8% | -14.1% | +15.9% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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