+353.2%
CMCSA vs PM
+752.6%
-399.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.4% |
| 7D | -2.1% | -4.9% | +2.8% | +0.4% |
| 30D | +7.0% | -3.4% | +10.4% | +8.9% |
| 3M | +15.1% | +5.2% | +9.9% | +12.1% |
| 6M | -15.4% | +3.7% | -19.1% | -17.5% |
| YTD | -1.9% | +15.8% | -17.7% | -9.9% |
| 1Y | -12.7% | +17.4% | -30.1% | -20.8% |
| 3Y | -31.0% | +116.9% | -147.9% | -56.4% |
| 5Y | -46.1% | +117.3% | -163.4% | -66.6% |
| 10Y | +10.8% | +193.8% | -182.9% | -46.2% |
| All | +353.2% | +752.6% | -399.4% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling