+31.2%
CMCSA vs PFGC
+419.1%
-387.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -1.7% |
| 30D | +7.0% | -11.9% | +19.0% | +9.5% |
| 3M | +15.1% | +5.0% | +10.1% | +14.0% |
| 6M | -15.4% | +8.6% | -24.0% | -16.8% |
| YTD | -1.9% | +9.7% | -11.6% | -4.2% |
| 1Y | -12.7% | -6.3% | -6.4% | -12.3% |
| 3Y | -31.0% | +58.2% | -89.2% | -37.5% |
| 5Y | -46.1% | +110.4% | -156.5% | -54.2% |
| 10Y | +10.8% | +272.8% | -261.9% | -16.3% |
| All | +31.2% | +419.1% | -387.9% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling