+8.2%
CMCSA vs PR
+66.7%
-58.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.5% |
| 7D | +2.7% | -12.4% | +15.1% | +3.4% |
| 30D | +18.6% | -6.6% | +25.2% | +19.0% |
| 3M | -1.8% | +7.5% | -9.4% | -2.4% |
| 6M | -0.7% | +10.8% | -11.5% | -1.5% |
| YTD | -7.8% | +57.0% | -64.8% | -10.4% |
| 1Y | +0.7% | +67.9% | -67.2% | -2.5% |
| 3Y | -28.0% | +87.6% | -115.5% | -31.1% |
| 5Y | -42.1% | +220.4% | -262.5% | -46.7% |
| 10Y | +8.2% | +64.8% | -56.7% | +4.2% |
| All | +8.2% | +66.7% | -58.5% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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