-42.4%
CMCSA vs PCOR
-9.2%
-33.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | +4.6% | +20.7% | -16.2% | +1.7% |
| 30D | +19.8% | +35.7% | -15.9% | +14.7% |
| 3M | -0.3% | +31.1% | -31.3% | -4.2% |
| 6M | +0.3% | +43.1% | -42.8% | -5.2% |
| YTD | -6.9% | +4.8% | -11.8% | -8.9% |
| 1Y | +2.6% | -3.7% | +6.3% | +1.6% |
| 3Y | -29.0% | +46.5% | -75.6% | -35.3% |
| 5Y | -42.0% | -17.3% | -24.7% | -45.6% |
| All | -42.4% | -9.2% | -33.2% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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