-39.3%
CMCSA vs PCOR
-30.9%
-8.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | 0.0% |
| 7D | -2.1% | -9.0% | +6.9% | -0.9% |
| 30D | +7.0% | +4.2% | +2.9% | +6.3% |
| 3M | +15.1% | +14.4% | +0.7% | +12.6% |
| 6M | -15.4% | +0.2% | -15.5% | -16.3% |
| YTD | -1.9% | -20.3% | +18.4% | -0.1% |
| 1Y | -12.7% | -16.1% | +3.4% | -12.1% |
| 3Y | -31.0% | -14.7% | -16.3% | -32.4% |
| 5Y | -46.1% | -43.2% | -2.9% | -47.5% |
| All | -39.3% | -30.9% | -8.4% | -40.6% |
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