+2.5%
CMCSA vs PCOR
-1.9%
+4.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +0.7% | +2.5% | -1.9% | +0.4% |
| 30D | +21.0% | +37.9% | -16.9% | +17.7% |
| 3M | -0.9% | +32.0% | -32.9% | -3.5% |
| 6M | +2.9% | +54.7% | -51.8% | -1.2% |
| YTD | -5.9% | +6.6% | -12.5% | -7.5% |
| 1Y | +2.5% | -1.7% | +4.1% | +1.7% |
| All | +2.5% | -1.9% | +4.3% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling