-35.3%
CMCSA vs PSX
+134.3%
-169.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.7% |
| 7D | -8.3% | +1.8% | -10.1% | -8.6% |
| 30D | -2.4% | +21.6% | -24.1% | -6.1% |
| 3M | +4.5% | +46.5% | -42.0% | -3.2% |
| 6M | -18.8% | +62.0% | -80.8% | -26.9% |
| YTD | -8.9% | +106.3% | -115.3% | -22.9% |
| 1Y | -18.3% | +103.0% | -121.3% | -31.0% |
| All | -35.3% | +134.3% | -169.5% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling