-28.0%
CMCSA vs PR
+86.0%
-114.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.6% |
| 7D | +2.7% | -12.4% | +15.1% | +4.2% |
| 30D | +18.6% | -6.6% | +25.2% | +19.2% |
| 3M | -1.8% | +7.5% | -9.4% | -3.4% |
| 6M | -0.7% | +10.8% | -11.5% | -3.1% |
| YTD | -7.8% | +57.0% | -64.8% | -15.5% |
| 1Y | +0.7% | +67.9% | -67.2% | -8.9% |
| 3Y | -28.0% | +87.6% | -115.5% | -39.1% |
| All | -28.0% | +86.0% | -114.0% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling