-31.0%
CMCSA vs PRU
+46.4%
-77.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.1% |
| 7D | +5.0% | +2.4% | +2.6% | +4.0% |
| 30D | +16.5% | +6.1% | +10.4% | +13.6% |
| 3M | -1.6% | -0.7% | -0.9% | -1.4% |
| 6M | -5.0% | +22.1% | -27.1% | -12.4% |
| YTD | -8.3% | +9.8% | -18.0% | -11.9% |
| 1Y | +0.4% | +19.4% | -19.0% | -7.2% |
| 3Y | -31.0% | +50.4% | -81.3% | -43.6% |
| All | -31.0% | +46.4% | -77.4% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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