-27.1%
CMCSA vs PEG
+36.1%
-63.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +1.2% |
| 7D | +3.2% | +4.5% | -1.3% | +2.2% |
| 30D | +19.5% | +7.5% | +12.0% | +17.8% |
| 3M | -2.4% | +0.8% | -3.2% | -2.6% |
| 6M | +3.8% | 0.0% | +3.8% | +3.7% |
| YTD | -5.4% | -3.0% | -2.3% | -5.1% |
| 1Y | +1.1% | -4.7% | +5.9% | +1.7% |
| 3Y | -27.1% | +36.5% | -63.6% | -34.7% |
| All | -27.1% | +36.1% | -63.3% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling