-27.1%
CMCSA vs PFGC
+82.6%
-109.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +3.2% | +3.4% | -0.3% | +2.4% |
| 30D | +19.5% | +16.9% | +2.6% | +15.3% |
| 3M | -2.4% | +6.4% | -8.8% | -4.1% |
| 6M | +3.8% | +16.0% | -12.2% | +0.4% |
| YTD | -5.4% | +23.6% | -29.0% | -10.5% |
| 1Y | +1.1% | +16.6% | -15.5% | -2.8% |
| 3Y | -27.1% | +82.3% | -109.4% | -36.7% |
| All | -27.1% | +82.6% | -109.7% | -36.7% |
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