-14.8%
CMCSA vs PENG
+644.0%
-658.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.1% |
| 7D | +4.6% | -16.1% | +20.6% | +5.3% |
| 30D | +19.8% | -41.5% | +61.3% | +23.0% |
| 3M | -0.3% | -19.1% | +18.8% | -0.3% |
| 6M | +0.3% | +0.9% | -0.6% | -3.3% |
| YTD | -6.9% | +128.2% | -135.1% | -17.5% |
| 1Y | +2.6% | +98.6% | -96.0% | -8.0% |
| 3Y | -29.0% | +188.2% | -217.2% | -41.1% |
| 5Y | -42.0% | +55.5% | -97.5% | -50.7% |
| All | -14.8% | +644.0% | -658.8% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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