-30.4%
CMCSA vs PFGC
+63.1%
-93.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.2% |
| 7D | +0.1% | -2.4% | +2.5% | +0.6% |
| 30D | +3.8% | -15.8% | +19.6% | +7.7% |
| 3M | +12.3% | -0.6% | +12.9% | +12.6% |
| 6M | -15.4% | +10.7% | -26.1% | -17.3% |
| YTD | -2.5% | +7.6% | -10.1% | -4.9% |
| 1Y | -13.4% | -7.8% | -5.5% | -11.7% |
| 3Y | -30.4% | +63.7% | -94.1% | -42.5% |
| All | -30.4% | +63.1% | -93.4% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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