-44.8%
CMCSA vs PENG
+115.2%
-160.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -0.9% |
| 7D | -2.1% | +4.5% | -6.7% | -2.3% |
| 30D | +7.0% | -7.1% | +14.1% | +7.2% |
| 3M | +15.1% | -27.3% | +42.4% | +15.9% |
| 6M | -15.4% | +169.6% | -184.9% | -22.5% |
| YTD | -1.9% | +164.6% | -166.5% | -10.4% |
| 1Y | -12.7% | +109.5% | -122.2% | -19.0% |
| 3Y | -31.0% | +98.9% | -129.9% | -38.4% |
| All | -44.8% | +115.2% | -160.0% | -53.9% |
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