-29.2%
CMCSA vs PL
+454.1%
-483.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -2.1% | -9.3% | +7.2% | -1.8% |
| 30D | +7.0% | -18.9% | +26.0% | +7.8% |
| 3M | +15.1% | -58.4% | +73.5% | +18.6% |
| 6M | -15.4% | -30.3% | +15.0% | -15.0% |
| YTD | -1.9% | -8.1% | +6.2% | -3.0% |
| 1Y | -12.7% | +180.5% | -193.2% | -19.6% |
| All | -29.2% | +454.1% | -483.3% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling