-31.0%
CMCSA vs PDD
-23.2%
-7.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.2% |
| 7D | +5.0% | +5.6% | -0.6% | +4.9% |
| 30D | +16.5% | +5.8% | +10.7% | +16.3% |
| 3M | -1.6% | -8.6% | +7.0% | -1.4% |
| 6M | -5.0% | -18.8% | +13.8% | -4.7% |
| YTD | -8.3% | -26.8% | +18.5% | -7.8% |
| 1Y | +0.4% | -39.3% | +39.7% | +1.4% |
| 3Y | -31.0% | -22.5% | -8.5% | -31.1% |
| All | -31.0% | -23.2% | -7.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling