-13.4%
CMCSA vs PENG
+106.3%
-119.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.7% |
| 7D | +0.1% | +7.8% | -7.7% | +0.6% |
| 30D | +3.8% | -12.2% | +16.0% | +3.0% |
| 3M | +12.3% | -20.6% | +33.0% | +12.1% |
| 6M | -15.4% | +180.9% | -196.3% | -6.9% |
| YTD | -2.5% | +162.3% | -164.8% | +6.8% |
| 1Y | -13.4% | +107.3% | -120.6% | -4.4% |
| All | -13.4% | +106.3% | -119.6% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling