+6.0%
CMCSA vs PSA
+101.3%
-95.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -5.6% | -3.6% | -1.9% | -4.4% |
| 30D | -1.9% | -9.4% | +7.5% | +1.1% |
| 3M | +6.4% | -8.2% | +14.6% | +9.3% |
| 6M | -16.9% | -1.8% | -15.1% | -16.5% |
| YTD | -6.8% | +15.7% | -22.5% | -10.9% |
| 1Y | -15.9% | +6.3% | -22.2% | -17.6% |
| 3Y | -33.4% | +21.6% | -55.0% | -38.5% |
| 5Y | -46.7% | +13.5% | -60.2% | -50.5% |
| All | +6.0% | +101.3% | -95.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling