+235.7%
CMCSA vs PFG
+985.4%
-749.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +3.2% | +2.4% | +0.8% | +2.3% |
| 30D | +19.5% | +5.9% | +13.7% | +17.2% |
| 3M | -2.4% | -0.4% | -2.0% | -2.4% |
| 6M | +3.8% | +14.8% | -11.0% | -1.1% |
| YTD | -5.4% | +31.9% | -37.3% | -14.4% |
| 1Y | +1.1% | +38.8% | -37.7% | -10.2% |
| 3Y | -27.1% | +82.4% | -109.5% | -41.6% |
| 5Y | -40.3% | +94.7% | -135.0% | -54.0% |
| 10Y | +6.0% | +187.0% | -181.0% | -33.0% |
| All | +235.7% | +985.4% | -749.7% | -9.6% |
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