+2,236.9%
CMCSA vs PPL
+2,096.5%
+140.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +2.7% | -4.8% | -3.2% |
| 30D | +7.0% | +0.5% | +6.6% | +6.8% |
| 3M | +15.1% | +0.7% | +14.4% | +14.6% |
| 6M | -15.4% | -7.6% | -7.8% | -12.9% |
| YTD | -1.9% | +1.8% | -3.7% | -3.1% |
| 1Y | -12.7% | -0.8% | -12.0% | -13.1% |
| 3Y | -31.0% | +56.9% | -87.9% | -43.7% |
| 5Y | -46.1% | +39.5% | -85.6% | -54.1% |
| 10Y | +10.8% | +55.4% | -44.5% | -13.3% |
| All | +2,236.9% | +2,096.5% | +140.4% | +470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling