-46.7%
CMCSA vs PNC
+50.6%
-97.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.0% |
| 7D | -5.6% | -0.9% | -4.7% | -5.2% |
| 30D | -1.9% | -4.4% | +2.6% | -0.2% |
| 3M | +6.4% | +5.3% | +1.2% | +4.3% |
| 6M | -16.9% | +19.6% | -36.5% | -22.5% |
| YTD | -6.8% | +19.1% | -25.9% | -13.3% |
| 1Y | -15.9% | +24.3% | -40.2% | -23.3% |
| 3Y | -33.4% | +132.2% | -165.6% | -52.6% |
| 5Y | -46.7% | +52.3% | -99.0% | -57.3% |
| All | -46.7% | +50.6% | -97.3% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 5y: compounded portfolio wealth divided by compounded PNC 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…
5y analysis · Full analysis span regression · 6 months rolling