-30.4%
CMCSA vs PFG
+71.3%
-101.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | +0.1% | +6.0% | -5.9% | -2.1% |
| 30D | +3.8% | +2.2% | +1.6% | +2.9% |
| 3M | +12.3% | +10.4% | +2.0% | +8.2% |
| 6M | -15.4% | +27.8% | -43.2% | -22.9% |
| YTD | -2.5% | +33.6% | -36.1% | -13.1% |
| 1Y | -13.4% | +49.3% | -62.7% | -26.4% |
| 3Y | -30.4% | +69.7% | -100.1% | -42.9% |
| All | -30.4% | +71.3% | -101.7% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling