-13.4%
CMCSA vs PENG
+689.3%
-702.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +6.9% | +1.8% |
| 7D | +3.2% | +13.2% | -10.1% | +2.4% |
| 30D | +19.5% | -29.9% | +49.5% | +21.4% |
| 3M | -2.4% | -22.2% | +19.8% | -2.1% |
| 6M | +3.8% | -1.9% | +5.7% | +0.5% |
| YTD | -5.4% | +142.1% | -147.5% | -16.5% |
| 1Y | +1.1% | +151.5% | -150.4% | -11.2% |
| 3Y | -27.1% | +206.9% | -234.1% | -39.8% |
| 5Y | -40.3% | +58.2% | -98.5% | -49.2% |
| All | -13.4% | +689.3% | -702.7% | -34.5% |
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