+2,236.9%
CMCSA vs PEG
+2,907.1%
-670.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | +7.0% | -2.4% | +9.5% | +8.1% |
| 3M | +15.1% | -4.8% | +19.9% | +17.4% |
| 6M | -15.4% | -10.7% | -4.7% | -11.4% |
| YTD | -1.9% | -6.7% | +4.8% | +0.5% |
| 1Y | -12.7% | -6.8% | -5.9% | -10.8% |
| 3Y | -31.0% | +34.5% | -65.5% | -41.5% |
| 5Y | -46.1% | +35.8% | -81.9% | -55.1% |
| 10Y | +10.8% | +141.7% | -130.9% | -31.5% |
| All | +2,236.9% | +2,907.1% | -670.2% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling