+4.7%
CMCSA vs PPL
+67.2%
-62.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +0.9% |
| 7D | +3.2% | -0.4% | +3.5% | +3.3% |
| 30D | +19.5% | +2.6% | +16.9% | +18.3% |
| 3M | -2.4% | +0.8% | -3.2% | -2.8% |
| 6M | +3.8% | +1.4% | +2.4% | +3.0% |
| YTD | -5.4% | +4.3% | -9.7% | -7.5% |
| 1Y | +1.1% | +0.8% | +0.4% | +0.2% |
| 3Y | -27.1% | +57.9% | -85.0% | -41.0% |
| 5Y | -40.3% | +48.3% | -88.6% | -50.8% |
| All | +4.7% | +67.2% | -62.4% | -20.3% |
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