+1.8%
CMCSA vs PDD
+210.2%
-208.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.1% | -4.1% | +2.0% | -1.9% |
| 30D | +7.0% | -9.6% | +16.6% | +7.6% |
| 3M | +15.1% | -4.3% | +19.4% | +15.3% |
| 6M | -15.4% | -18.8% | +3.4% | -14.5% |
| YTD | -1.9% | -27.5% | +25.6% | -0.4% |
| 1Y | -12.7% | -33.6% | +20.9% | -11.0% |
| 3Y | -31.0% | -20.4% | -10.6% | -31.5% |
| 5Y | -46.1% | -19.6% | -26.5% | -48.3% |
| All | +1.8% | +210.2% | -208.4% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling