-40.2%
CMCSA vs PCG
+10.2%
-50.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | +3.2% | +2.2% | +1.0% | +2.7% |
| 30D | +19.5% | +0.8% | +18.8% | +19.3% |
| 3M | -2.4% | -23.8% | +21.4% | +2.9% |
| 6M | +3.8% | -19.6% | +23.5% | +7.9% |
| YTD | -5.4% | -16.7% | +11.4% | -2.9% |
| 1Y | +1.1% | -19.4% | +20.5% | +4.6% |
| 3Y | -27.1% | -18.3% | -8.8% | -26.1% |
| All | -40.2% | +10.2% | -50.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling