+8.2%
CMCSA vs PCG
-77.2%
+85.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | +2.7% | -1.1% | +3.7% | +2.8% |
| 30D | +18.6% | +0.1% | +18.6% | +18.6% |
| 3M | -1.8% | -24.4% | +22.6% | -0.3% |
| 6M | -0.7% | -17.7% | +17.0% | +0.3% |
| YTD | -7.8% | -17.4% | +9.6% | -6.9% |
| 1Y | +0.7% | -19.4% | +20.1% | +1.8% |
| 3Y | -28.0% | -18.6% | -9.4% | -27.4% |
| 5Y | -42.1% | +10.2% | -52.3% | -42.8% |
| 10Y | +8.2% | -76.7% | +84.8% | +14.7% |
| All | +8.2% | -77.2% | +85.4% | +14.7% |
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 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