+4.6%
CMCSA vs PCG
-76.0%
+80.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.3% | -2.4% | -6.3% |
| 7D | -8.3% | +6.5% | -14.7% | -8.7% |
| 30D | -2.4% | -16.7% | +14.3% | -1.4% |
| 3M | +4.5% | -14.2% | +18.7% | +5.4% |
| 6M | -18.8% | -21.5% | +2.7% | -17.7% |
| YTD | -8.9% | -11.2% | +2.3% | -8.5% |
| 1Y | -18.3% | -4.2% | -14.1% | -18.3% |
| 3Y | -35.0% | -14.9% | -20.1% | -34.6% |
| 5Y | -48.2% | +54.2% | -102.4% | -49.6% |
| 10Y | +4.6% | -75.3% | +79.9% | +7.9% |
| All | +4.6% | -76.0% | +80.6% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling