-41.9%
CMCSA vs PCOR
-10.0%
-31.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +12.0% | +23.7% | -11.7% | +8.7% |
| 30D | +17.5% | +39.0% | -21.5% | +12.2% |
| 3M | +2.4% | +35.8% | -33.4% | -2.1% |
| 6M | -2.9% | +38.2% | -41.2% | -7.9% |
| YTD | -6.2% | +3.9% | -10.1% | -8.0% |
| 1Y | +0.4% | +5.7% | -5.3% | -2.1% |
| 3Y | -30.6% | +44.8% | -75.3% | -36.6% |
| 5Y | -41.2% | -19.8% | -21.4% | -44.7% |
| All | -41.9% | -10.0% | -31.9% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling