+6.0%
CMCSA vs PFG
+247.4%
-241.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | -5.6% | -3.0% | -2.6% | -4.5% |
| 30D | -1.9% | +2.5% | -4.4% | -2.9% |
| 3M | +6.4% | +6.1% | +0.4% | +4.0% |
| 6M | -16.9% | +31.3% | -48.2% | -25.1% |
| YTD | -6.8% | +33.6% | -40.3% | -16.7% |
| 1Y | -15.9% | +48.5% | -64.4% | -27.9% |
| 3Y | -33.4% | +69.6% | -103.0% | -46.3% |
| 5Y | -46.7% | +111.5% | -158.2% | -61.0% |
| All | +6.0% | +247.4% | -241.5% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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