+2,236.9%
CMCSA vs PCG
+103.4%
+2,133.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -0.9% |
| 7D | -2.1% | -13.9% | +11.7% | -0.4% |
| 30D | +7.0% | -16.9% | +23.9% | +9.3% |
| 3M | +15.1% | -14.7% | +29.8% | +17.1% |
| 6M | -15.4% | -23.8% | +8.5% | -12.5% |
| YTD | -1.9% | -10.5% | +8.6% | -1.0% |
| 1Y | -12.7% | -5.1% | -7.6% | -12.8% |
| 3Y | -31.0% | -11.6% | -19.4% | -30.8% |
| 5Y | -46.1% | +59.0% | -105.1% | -50.5% |
| 10Y | +10.8% | -75.7% | +86.6% | +15.9% |
| All | +2,236.9% | +103.4% | +2,133.5% | +901.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling