+6.1%
CMCSA vs PNR
+66.2%
-60.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.9% | -6.0% | +1.2% | -2.8% |
| 30D | -1.1% | -14.0% | +12.9% | +4.3% |
| 3M | +6.6% | -21.7% | +28.3% | +15.2% |
| 6M | -15.5% | -37.3% | +21.8% | -1.7% |
| YTD | -6.7% | -45.1% | +38.5% | +13.3% |
| 1Y | -15.6% | -49.1% | +33.5% | +5.3% |
| 3Y | -33.7% | -14.8% | -18.8% | -33.9% |
| 5Y | -46.6% | -21.0% | -25.6% | -46.9% |
| All | +6.1% | +66.2% | -60.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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