-15.9%
CMCSA vs PSX
+101.7%
-117.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.4% |
| 7D | -5.6% | +1.5% | -7.1% | -5.6% |
| 30D | -1.9% | +15.8% | -17.7% | -2.0% |
| 3M | +6.4% | +43.0% | -36.6% | +6.4% |
| 6M | -16.9% | +61.1% | -78.0% | -16.9% |
| YTD | -6.8% | +104.5% | -111.3% | -7.3% |
| 1Y | -15.9% | +102.5% | -118.4% | -17.6% |
| All | -15.9% | +101.7% | -117.6% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling