+4.7%
CMCSA vs PFG
+184.0%
-179.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +3.2% | +2.4% | +0.8% | +2.2% |
| 30D | +19.5% | +5.9% | +13.7% | +17.0% |
| 3M | -2.4% | -0.4% | -2.0% | -2.5% |
| 6M | +3.8% | +14.8% | -11.0% | -1.5% |
| YTD | -5.4% | +31.9% | -37.3% | -15.1% |
| 1Y | +1.1% | +38.8% | -37.7% | -11.0% |
| 3Y | -27.1% | +82.4% | -109.5% | -42.7% |
| 5Y | -40.3% | +94.7% | -135.0% | -55.0% |
| All | +4.7% | +184.0% | -179.2% | -34.0% |
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