+2,222.8%
CMCSA vs PPG
+2,691.0%
-468.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +3.8% | -7.8% | +11.6% | +7.6% |
| 3M | +12.3% | -2.2% | +14.5% | +12.8% |
| 6M | -15.4% | +4.1% | -19.5% | -18.0% |
| YTD | -2.5% | +9.1% | -11.6% | -7.8% |
| 1Y | -13.4% | +1.0% | -14.3% | -15.3% |
| 3Y | -30.4% | -13.3% | -17.1% | -28.4% |
| 5Y | -45.0% | -19.2% | -25.8% | -43.2% |
| 10Y | +10.2% | +25.9% | -15.7% | -12.0% |
| All | +2,222.8% | +2,691.0% | -468.3% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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