-40.2%
CMCSA vs PR
+273.3%
-313.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.2% | +1.3% |
| 7D | +3.2% | +6.0% | -2.8% | +2.5% |
| 30D | +19.5% | -4.2% | +23.7% | +19.9% |
| 3M | -2.4% | +10.0% | -12.4% | -3.7% |
| 6M | +3.8% | +15.6% | -11.8% | +1.6% |
| YTD | -5.4% | +68.2% | -73.6% | -11.6% |
| 1Y | +1.1% | +79.2% | -78.1% | -6.3% |
| 3Y | -27.1% | +94.9% | -122.0% | -34.1% |
| All | -40.2% | +273.3% | -313.4% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling