+6.0%
CMCSA vs PM
+217.1%
-211.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.5% |
| 7D | -5.6% | +1.9% | -7.5% | -6.3% |
| 30D | -1.9% | +1.9% | -3.8% | -2.6% |
| 3M | +6.4% | +4.6% | +1.8% | +4.6% |
| 6M | -16.9% | +11.7% | -28.6% | -20.6% |
| YTD | -6.8% | +20.4% | -27.1% | -13.7% |
| 1Y | -15.9% | +19.0% | -34.9% | -22.0% |
| 3Y | -33.4% | +130.4% | -163.8% | -54.3% |
| 5Y | -46.7% | +131.5% | -178.2% | -63.9% |
| All | +6.0% | +217.1% | -211.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling