+6.0%
CMCSA vs PEG
+148.3%
-142.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -5.6% | -0.9% | -4.6% | -5.2% |
| 30D | -1.9% | -2.8% | +0.9% | -0.8% |
| 3M | +6.4% | -6.9% | +13.4% | +9.2% |
| 6M | -16.9% | -11.4% | -5.5% | -13.3% |
| YTD | -6.8% | -7.4% | +0.6% | -4.5% |
| 1Y | -15.9% | -8.3% | -7.6% | -13.8% |
| 3Y | -33.4% | +31.5% | -65.0% | -42.5% |
| 5Y | -46.7% | +38.0% | -84.6% | -55.5% |
| All | +6.0% | +148.3% | -142.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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