+334.7%
CMCSA vs PM
+825.0%
-490.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.6% |
| 7D | +0.7% | -7.1% | +7.8% | +4.3% |
| 30D | +21.0% | -2.8% | +23.8% | +22.4% |
| 3M | -0.9% | +6.3% | -7.3% | -4.3% |
| 6M | +2.9% | +9.6% | -6.7% | -2.4% |
| YTD | -5.9% | +25.6% | -31.5% | -17.3% |
| 1Y | +2.5% | +29.7% | -27.2% | -11.5% |
| 3Y | -28.3% | +147.6% | -175.8% | -57.8% |
| 5Y | -40.8% | +160.1% | -200.9% | -66.7% |
| 10Y | +5.4% | +260.9% | -255.5% | -54.7% |
| All | +334.7% | +825.0% | -490.3% | -15.7% |
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 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