+4.6%
CMCSA vs PH
+795.7%
-791.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.4% |
| 7D | -8.3% | 0.0% | -8.3% | -8.3% |
| 30D | -2.4% | -10.3% | +7.9% | +1.1% |
| 3M | +4.5% | +5.1% | -0.6% | +2.2% |
| 6M | -18.8% | +2.3% | -21.1% | -20.2% |
| YTD | -8.9% | +8.7% | -17.6% | -12.6% |
| 1Y | -18.3% | +26.8% | -45.1% | -26.1% |
| 3Y | -35.0% | +139.2% | -174.1% | -54.6% |
| 5Y | -48.2% | +251.1% | -299.3% | -69.4% |
| 10Y | +4.6% | +812.6% | -808.0% | -58.0% |
| All | +4.6% | +795.7% | -791.1% | -58.0% |
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