-16.0%
CMCSA vs PENG
+597.2%
-613.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +12.4% | -14.6% | -3.0% |
| 7D | +5.0% | -19.4% | +24.5% | +6.0% |
| 30D | +16.5% | -42.4% | +58.9% | +19.6% |
| 3M | -1.6% | -25.6% | +24.1% | -1.1% |
| 6M | -5.0% | +7.3% | -12.3% | -9.2% |
| YTD | -8.3% | +113.9% | -122.1% | -18.4% |
| 1Y | +0.4% | +93.6% | -93.2% | -10.0% |
| 3Y | -31.0% | +170.2% | -201.2% | -42.5% |
| 5Y | -42.5% | +44.2% | -86.7% | -50.9% |
| All | -16.0% | +597.2% | -613.2% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling