+1.8%
CMCSA vs PL
-0.6%
+2.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.4% | +11.4% | +4.9% |
| 7D | +15.2% | -11.7% | +26.9% | +15.1% |
| 30D | +17.0% | -27.1% | +44.1% | +17.1% |
| 3M | +1.2% | -44.6% | +45.8% | +1.5% |
| 6M | -5.5% | -67.2% | +61.7% | -4.9% |
| YTD | -6.5% | -35.9% | +29.3% | -4.1% |
| 1Y | +1.8% | -0.4% | +2.2% | +5.3% |
| All | +1.8% | -0.6% | +2.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling