-30.4%
CMCSA vs PM
+124.9%
-155.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | +3.8% | -2.6% | +6.4% | +4.5% |
| 3M | +12.3% | +5.8% | +6.5% | +10.9% |
| 6M | -15.4% | +10.6% | -25.9% | -17.4% |
| YTD | -2.5% | +17.2% | -19.6% | -6.2% |
| 1Y | -13.4% | +17.6% | -31.0% | -16.8% |
| 3Y | -30.4% | +124.3% | -154.6% | -48.2% |
| All | -30.4% | +124.9% | -155.2% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling