+2.6%
CMCSA vs PR
+67.7%
-65.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +1.0% |
| 7D | +4.6% | -9.5% | +14.1% | +4.0% |
| 30D | +19.8% | -5.7% | +25.5% | +19.1% |
| 3M | -0.3% | +3.0% | -3.2% | -0.6% |
| 6M | +0.3% | +11.8% | -11.5% | -0.4% |
| YTD | -6.9% | +58.5% | -65.4% | -5.3% |
| 1Y | +2.6% | +69.9% | -67.3% | +4.1% |
| All | +2.6% | +67.7% | -65.1% | +4.1% |
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