-40.8%
CMCSA vs PENG
+68.7%
-109.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.3% | -9.2% | +0.9% |
| 7D | +0.7% | +1.9% | -1.2% | +0.6% |
| 30D | +21.0% | -37.8% | +58.8% | +22.2% |
| 3M | -0.9% | -14.1% | +13.2% | -1.2% |
| 6M | +2.9% | +13.1% | -10.2% | 0.0% |
| YTD | -5.9% | +151.8% | -157.7% | -14.2% |
| 1Y | +2.5% | +136.0% | -133.5% | -6.2% |
| 3Y | -28.3% | +217.9% | -246.2% | -39.4% |
| 5Y | -40.8% | +64.1% | -104.9% | -49.3% |
| All | -40.8% | +68.7% | -109.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling