+2,121.8%
CMCSA vs PH
+25,064.5%
-22,942.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.3% |
| 7D | -0.6% | +7.4% | -8.0% | -3.2% |
| 30D | +18.8% | +0.5% | +18.3% | +17.9% |
| 3M | -1.1% | -10.2% | +9.1% | +2.2% |
| 6M | +2.5% | +8.9% | -6.4% | -2.0% |
| YTD | -6.7% | +9.7% | -16.4% | -11.7% |
| 1Y | 0.0% | +12.8% | -12.9% | -6.4% |
| 3Y | -28.9% | +134.6% | -163.5% | -50.9% |
| 5Y | -41.1% | +204.5% | -245.7% | -64.1% |
| 10Y | +4.5% | +697.5% | -693.1% | -59.0% |
| All | +2,121.8% | +25,064.5% | -22,942.7% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling