+2,120.4%
CMCSA vs PGR
+42,227.8%
-40,107.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | -5.6% | -3.4% | -2.1% | -4.3% |
| 30D | -1.9% | +1.8% | -3.7% | -2.6% |
| 3M | +6.4% | +5.9% | +0.5% | +3.6% |
| 6M | -16.9% | +4.6% | -21.5% | -18.8% |
| YTD | -6.8% | +1.1% | -7.8% | -7.9% |
| 1Y | -15.9% | -6.6% | -9.3% | -14.7% |
| 3Y | -33.4% | +74.2% | -107.6% | -47.6% |
| 5Y | -46.7% | +159.5% | -206.2% | -65.0% |
| 10Y | +7.0% | +813.4% | -806.4% | -58.0% |
| All | +2,120.4% | +42,227.8% | -40,107.4% | +271.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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