-45.0%
CMCSA vs PRU
+45.5%
-90.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | +0.1% | +1.9% | -1.8% | -0.7% |
| 30D | +3.8% | -0.4% | +4.3% | +3.9% |
| 3M | +12.3% | +16.4% | -4.1% | +5.6% |
| 6M | -15.4% | +26.0% | -41.4% | -23.2% |
| YTD | -2.5% | +9.9% | -12.4% | -6.6% |
| 1Y | -13.4% | +18.8% | -32.1% | -19.9% |
| 3Y | -30.4% | +45.3% | -75.7% | -41.5% |
| 5Y | -45.0% | +45.6% | -90.6% | -55.3% |
| All | -45.0% | +45.5% | -90.5% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling