+1.1%
CMCSA vs PR
+78.8%
-77.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.5% |
| 7D | +3.2% | +6.0% | -2.8% | +3.5% |
| 30D | +19.5% | -4.2% | +23.7% | +19.2% |
| 3M | -2.4% | +10.0% | -12.4% | -2.4% |
| 6M | +3.8% | +15.6% | -11.8% | +3.6% |
| YTD | -5.4% | +68.2% | -73.6% | -3.5% |
| 1Y | +1.1% | +79.2% | -78.1% | +1.2% |
| All | +1.1% | +78.8% | -77.7% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling