-33.7%
CMCSA vs PSLV
+165.9%
-199.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.9% | -3.5% | -1.4% | -4.9% |
| 30D | -1.1% | -2.1% | +1.1% | -1.1% |
| 3M | +6.6% | -1.6% | +8.2% | +6.6% |
| 6M | -15.5% | -25.5% | +10.0% | -15.3% |
| YTD | -6.7% | -11.4% | +4.7% | -7.3% |
| 1Y | -15.6% | +48.6% | -64.2% | -17.0% |
| 3Y | -33.7% | +166.9% | -200.6% | -37.4% |
| All | -33.7% | +165.9% | -199.5% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 3y: compounded portfolio wealth divided by compounded PSLV 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…
3y analysis · Full analysis span regression · 6 months rolling