+4.7%
CMCSA vs PH
+700.2%
-695.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.2% | +4.3% | -1.2% | +1.7% |
| 30D | +19.5% | +0.1% | +19.4% | +18.9% |
| 3M | -2.4% | -9.4% | +7.0% | +0.3% |
| 6M | +3.8% | +8.8% | -4.9% | -0.3% |
| YTD | -5.4% | +9.6% | -15.0% | -10.0% |
| 1Y | +1.1% | +14.4% | -13.3% | -5.3% |
| 3Y | -27.1% | +134.5% | -161.7% | -48.9% |
| 5Y | -40.3% | +204.4% | -244.7% | -63.0% |
| All | +4.7% | +700.2% | -695.5% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling