+6.0%
CMCSA vs PSX
+384.6%
-378.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.6% |
| 7D | -5.6% | +1.5% | -7.1% | -5.9% |
| 30D | -1.9% | +15.8% | -17.7% | -5.3% |
| 3M | +6.4% | +43.0% | -36.6% | -2.7% |
| 6M | -16.9% | +61.1% | -78.0% | -26.7% |
| YTD | -6.8% | +104.5% | -111.3% | -22.8% |
| 1Y | -15.9% | +102.5% | -118.4% | -30.4% |
| 3Y | -33.4% | +133.5% | -166.9% | -48.0% |
| 5Y | -46.7% | +367.0% | -413.6% | -66.5% |
| All | +6.0% | +384.6% | -378.7% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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