-45.0%
CMCSA vs PFGC
+110.5%
-155.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.1% |
| 7D | +0.1% | -2.4% | +2.5% | +0.7% |
| 30D | +3.8% | -15.8% | +19.6% | +8.3% |
| 3M | +12.3% | -0.6% | +12.9% | +12.4% |
| 6M | -15.4% | +10.7% | -26.1% | -17.8% |
| YTD | -2.5% | +7.6% | -10.1% | -5.3% |
| 1Y | -13.4% | -7.8% | -5.5% | -12.2% |
| 3Y | -30.4% | +63.7% | -94.1% | -40.8% |
| 5Y | -45.0% | +112.3% | -157.3% | -57.6% |
| All | -45.0% | +110.5% | -155.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling