+233.8%
CMCSA vs PFG
+996.3%
-762.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +0.7% | -2.2% | +2.9% | +1.4% |
| 30D | +21.0% | +6.4% | +14.6% | +18.4% |
| 3M | -0.9% | +2.2% | -3.2% | -1.9% |
| 6M | +2.9% | +16.3% | -13.4% | -2.4% |
| YTD | -5.9% | +33.2% | -39.1% | -15.2% |
| 1Y | +2.5% | +40.6% | -38.1% | -9.4% |
| 3Y | -28.3% | +83.3% | -111.6% | -42.6% |
| 5Y | -40.8% | +97.7% | -138.5% | -54.6% |
| 10Y | +5.4% | +189.9% | -184.5% | -33.6% |
| All | +233.8% | +996.3% | -762.5% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling