-29.9%
CMCSA vs PH
+142.8%
-172.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | -3.1% | +1.0% | -1.5% |
| 30D | +7.0% | -3.2% | +10.3% | +7.6% |
| 3M | +15.1% | +10.6% | +4.5% | +12.2% |
| 6M | -15.4% | -2.1% | -13.2% | -15.2% |
| YTD | -1.9% | +10.2% | -12.1% | -4.8% |
| 1Y | -12.7% | +28.2% | -40.9% | -18.8% |
| All | -29.9% | +142.8% | -172.7% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling