+6.4%
CMCSA vs PR
+65.1%
-58.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.9% |
| 7D | +4.6% | -9.5% | +14.1% | +5.1% |
| 30D | +19.8% | -5.7% | +25.5% | +20.1% |
| 3M | -0.3% | +3.0% | -3.2% | -0.6% |
| 6M | +0.3% | +11.8% | -11.5% | -0.6% |
| YTD | -6.9% | +58.5% | -65.4% | -9.6% |
| 1Y | +2.6% | +69.9% | -67.3% | -0.8% |
| 3Y | -29.0% | +84.9% | -113.9% | -32.1% |
| 5Y | -42.0% | +246.4% | -288.4% | -46.7% |
| 10Y | +6.4% | +70.3% | -63.9% | +2.6% |
| All | +6.4% | +65.1% | -58.6% | +2.6% |
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