-42.1%
CMCSA vs PCOR
-19.6%
-22.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 3M | -1.6% | +35.2% | -36.8% | -5.9% |
| 6M | -5.0% | +42.2% | -47.3% | -10.3% |
| YTD | -8.3% | +3.6% | -11.8% | -10.1% |
| 1Y | +0.4% | -4.8% | +5.1% | -0.4% |
| 3Y | -31.0% | +48.3% | -79.3% | -37.3% |
| All | -42.1% | -19.6% | -22.5% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling