+2,222.8%
CMCSA vs PNR
+3,553.7%
-1,331.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +1.1% |
| 30D | +3.8% | -14.9% | +18.7% | +9.5% |
| 3M | +12.3% | -19.0% | +31.4% | +19.6% |
| 6M | -15.4% | -35.9% | +20.5% | -3.0% |
| YTD | -2.5% | -43.1% | +40.7% | +15.7% |
| 1Y | -13.4% | -46.4% | +33.0% | +4.7% |
| 3Y | -30.4% | -10.8% | -19.5% | -30.7% |
| 5Y | -45.0% | -18.9% | -26.2% | -44.4% |
| 10Y | +10.2% | +64.4% | -54.2% | -15.9% |
| All | +2,222.8% | +3,553.7% | -1,331.0% | +552.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling