-48.2%
CMCSA vs PFG
+109.8%
-157.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.3% |
| 7D | -8.3% | +3.2% | -11.5% | -9.5% |
| 30D | -2.4% | +0.9% | -3.4% | -2.9% |
| 3M | +4.5% | +7.7% | -3.2% | +1.5% |
| 6M | -18.8% | +29.0% | -47.7% | -26.4% |
| YTD | -8.9% | +32.5% | -41.4% | -18.6% |
| 1Y | -18.3% | +47.3% | -65.6% | -30.2% |
| 3Y | -35.0% | +68.2% | -103.2% | -47.8% |
| 5Y | -48.2% | +108.5% | -156.6% | -62.9% |
| All | -48.2% | +109.8% | -157.9% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling