+2,085.1%
CMCSA vs PPL
+2,158.2%
-73.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.0% |
| 7D | +5.0% | +0.4% | +4.6% | +4.9% |
| 30D | +16.5% | +5.4% | +11.0% | +14.0% |
| 3M | -1.6% | +4.3% | -5.9% | -3.3% |
| 6M | -5.0% | -1.3% | -3.7% | -4.7% |
| YTD | -8.3% | +4.7% | -13.0% | -10.4% |
| 1Y | +0.4% | +1.3% | -0.9% | -0.8% |
| 3Y | -31.0% | +57.2% | -88.2% | -43.6% |
| 5Y | -42.5% | +48.2% | -90.8% | -52.3% |
| 10Y | +12.6% | +62.7% | -50.2% | -13.5% |
| All | +2,085.1% | +2,158.2% | -73.2% | +427.6% |
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