+852.4%
CMCSA vs PLD
+1,708.5%
-856.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.1% | -2.4% | +0.3% | -1.3% |
| 30D | +7.0% | -2.4% | +9.5% | +7.9% |
| 3M | +15.1% | -3.8% | +18.9% | +16.3% |
| 6M | -15.4% | 0.0% | -15.4% | -15.7% |
| YTD | -1.9% | +9.2% | -11.1% | -5.2% |
| 1Y | -12.7% | +25.9% | -38.6% | -19.7% |
| 3Y | -31.0% | +21.3% | -52.3% | -37.1% |
| 5Y | -46.1% | +14.1% | -60.2% | -50.8% |
| 10Y | +10.8% | +237.9% | -227.0% | -31.5% |
| All | +852.4% | +1,708.5% | -856.1% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 all: compounded portfolio wealth divided by compounded PLD 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…
all analysis · Full analysis span regression · 6 months rolling