-28.2%
CMCSA vs PDD
-30.1%
+1.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -0.6% | -7.6% | +7.0% | -0.4% |
| 30D | +18.8% | -5.4% | +24.2% | +19.0% |
| 3M | -1.1% | -12.9% | +11.8% | -0.8% |
| 6M | +2.5% | -19.0% | +21.5% | +3.0% |
| YTD | -6.7% | -31.6% | +24.9% | -6.0% |
| 1Y | 0.0% | -43.0% | +43.0% | +1.2% |
| All | -28.2% | -30.1% | +1.9% | -27.8% |
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