+8.2%
CMCSA vs PPL
+62.1%
-54.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.7% | -1.2% | +3.9% | +3.2% |
| 30D | +18.6% | +4.2% | +14.4% | +16.7% |
| 3M | -1.8% | +1.5% | -3.4% | -2.5% |
| 6M | -0.7% | +1.0% | -1.7% | -1.3% |
| YTD | -7.8% | +4.4% | -12.2% | -9.9% |
| 1Y | +0.7% | +0.8% | 0.0% | -0.2% |
| 3Y | -28.0% | +56.5% | -84.4% | -41.4% |
| 5Y | -42.1% | +47.7% | -89.8% | -52.1% |
| 10Y | +8.2% | +64.4% | -56.3% | -16.9% |
| All | +8.2% | +62.1% | -54.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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