-27.1%
CMCSA vs PL
+536.4%
-563.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.5% |
| 7D | +3.2% | +10.0% | -6.9% | +2.8% |
| 30D | +19.5% | -2.3% | +21.8% | +19.5% |
| 3M | -2.4% | -44.2% | +41.8% | -0.6% |
| 6M | +3.8% | -66.1% | +69.9% | +7.3% |
| YTD | -5.4% | -30.0% | +24.6% | -5.6% |
| 1Y | +1.1% | +21.0% | -19.9% | -2.1% |
| 3Y | -27.1% | +516.5% | -543.6% | -40.4% |
| All | -27.1% | +536.4% | -563.5% | -40.4% |
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