-28.0%
CMCSA vs PCOR
+43.2%
-71.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | +2.7% | +22.2% | -19.5% | -0.4% |
| 30D | +18.6% | +36.0% | -17.4% | +13.4% |
| 3M | -1.8% | +34.0% | -35.8% | -6.2% |
| 6M | -0.7% | +43.5% | -44.2% | -6.4% |
| YTD | -7.8% | +5.1% | -12.9% | -9.3% |
| 1Y | +0.7% | -3.9% | +4.7% | +0.7% |
| 3Y | -28.0% | +52.9% | -80.9% | -38.2% |
| All | -28.0% | +43.2% | -71.2% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling