+13.7%
CMCSA vs PR
+147.8%
-134.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.7% |
| 7D | +12.0% | -16.5% | +28.6% | +13.1% |
| 30D | +17.5% | -4.5% | +22.0% | +17.7% |
| 3M | +2.4% | +8.5% | -6.2% | +1.8% |
| 6M | -2.9% | -3.3% | +0.4% | -3.0% |
| YTD | -6.2% | +55.7% | -61.9% | -8.8% |
| 1Y | +0.4% | +82.0% | -81.7% | -3.3% |
| 3Y | -30.6% | +62.5% | -93.0% | -33.1% |
| 5Y | -41.2% | +223.9% | -265.1% | -45.8% |
| 10Y | +15.2% | +64.2% | -49.1% | +6.7% |
| All | +13.7% | +147.8% | -134.1% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling