-48.2%
CMCSA vs PSA
+10.8%
-59.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -6.0% |
| 7D | -8.3% | -2.2% | -6.0% | -7.7% |
| 30D | -2.4% | -9.6% | +7.1% | +0.4% |
| 3M | +4.5% | -7.9% | +12.4% | +7.0% |
| 6M | -18.8% | -2.0% | -16.8% | -18.3% |
| YTD | -8.9% | +15.7% | -24.7% | -12.4% |
| 1Y | -18.3% | +5.8% | -24.1% | -19.6% |
| 3Y | -35.0% | +21.6% | -56.5% | -39.5% |
| 5Y | -48.2% | +13.1% | -61.3% | -51.5% |
| All | -48.2% | +10.8% | -59.0% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling