-48.2%
CMCSA vs PEG
+33.9%
-82.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.3% | -6.2% |
| 7D | -8.3% | -0.1% | -8.2% | -8.2% |
| 30D | -2.4% | -1.7% | -0.7% | -1.9% |
| 3M | +4.5% | -6.8% | +11.3% | +6.5% |
| 6M | -18.8% | -11.4% | -7.4% | -16.1% |
| YTD | -8.9% | -7.2% | -1.7% | -7.3% |
| 1Y | -18.3% | -6.1% | -12.2% | -17.4% |
| 3Y | -35.0% | +31.8% | -66.7% | -42.7% |
| 5Y | -48.2% | +35.6% | -83.8% | -57.2% |
| All | -48.2% | +33.9% | -82.0% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling