-40.2%
CMCSA vs PRU
+42.1%
-82.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.1% |
| 7D | +3.2% | +3.6% | -0.5% | +1.6% |
| 30D | +19.5% | +8.9% | +10.7% | +15.3% |
| 3M | -2.4% | +0.2% | -2.6% | -2.6% |
| 6M | +3.8% | +23.7% | -19.9% | -4.9% |
| YTD | -5.4% | +13.7% | -19.1% | -10.7% |
| 1Y | +1.1% | +20.6% | -19.5% | -7.0% |
| 3Y | -27.1% | +56.3% | -83.5% | -40.6% |
| All | -40.2% | +42.1% | -82.3% | -49.9% |
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