-45.0%
CMCSA vs PINS
-63.8%
+18.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.1% | -5.2% | +5.3% | +0.7% |
| 30D | +3.8% | -14.9% | +18.8% | +5.6% |
| 3M | +12.3% | -8.4% | +20.7% | +13.2% |
| 6M | -15.4% | +0.6% | -16.0% | -15.8% |
| YTD | -2.5% | -22.2% | +19.7% | -0.6% |
| 1Y | -13.4% | -46.9% | +33.6% | -8.2% |
| 3Y | -30.4% | -26.9% | -3.5% | -31.1% |
| 5Y | -45.0% | -63.0% | +18.0% | -44.8% |
| All | -45.0% | -63.8% | +18.8% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling