-2.4%
CMCSA vs PDD
+198.2%
-200.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +0.7% | -3.8% | +4.5% | +0.9% |
| 30D | +21.0% | -2.4% | +23.3% | +21.1% |
| 3M | -0.9% | -12.7% | +11.8% | -0.2% |
| 6M | +2.9% | -20.0% | +22.9% | +4.0% |
| YTD | -5.9% | -30.3% | +24.4% | -4.2% |
| 1Y | +2.5% | -42.4% | +44.8% | +5.3% |
| 3Y | -28.3% | -27.5% | -0.7% | -28.3% |
| 5Y | -40.8% | -14.9% | -25.9% | -43.3% |
| All | -2.4% | +198.2% | -200.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling