-22.0%
CMCSA vs PINS
-19.5%
-2.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.6% | -3.4% | +2.8% | -0.2% |
| 30D | +18.8% | -14.5% | +33.3% | +20.9% |
| 3M | -1.1% | -16.5% | +15.4% | +0.8% |
| 6M | +2.5% | -7.0% | +9.5% | +2.9% |
| YTD | -6.7% | -26.1% | +19.4% | -4.4% |
| 1Y | 0.0% | -30.0% | +30.0% | +3.1% |
| 3Y | -28.9% | -38.5% | +9.6% | -27.7% |
| 5Y | -41.1% | -58.4% | +17.3% | -40.0% |
| All | -22.0% | -19.5% | -2.5% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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