-31.0%
CMCSA vs PCOR
+43.8%
-74.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | +5.0% | +22.7% | -17.7% | +1.9% |
| 30D | +16.5% | +37.5% | -21.0% | +11.2% |
| 3M | -1.6% | +35.2% | -36.8% | -6.0% |
| 6M | -5.0% | +42.2% | -47.3% | -10.4% |
| YTD | -8.3% | +3.6% | -11.8% | -9.6% |
| 1Y | +0.4% | -4.8% | +5.1% | +0.4% |
| 3Y | -31.0% | +48.3% | -79.3% | -40.4% |
| All | -31.0% | +43.8% | -74.8% | -40.4% |
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