-46.7%
CMCSA vs PSKY
-71.2%
+24.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | -5.6% | -6.0% | +0.4% | -4.6% |
| 30D | -1.9% | +10.7% | -12.5% | -3.4% |
| 3M | +6.4% | +1.2% | +5.3% | +6.1% |
| 6M | -16.9% | +1.5% | -18.4% | -17.5% |
| YTD | -6.8% | -21.8% | +15.0% | -4.1% |
| 1Y | -15.9% | -30.2% | +14.3% | -12.8% |
| 3Y | -33.4% | -20.1% | -13.3% | -35.9% |
| 5Y | -46.7% | -70.5% | +23.8% | -34.9% |
| All | -46.7% | -71.2% | +24.5% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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