-48.2%
CMCSA vs PSX
+370.3%
-418.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | +4.5% | +46.5% | -42.0% | -2.9% |
| 6M | -18.8% | +62.0% | -80.8% | -26.4% |
| YTD | -8.9% | +106.3% | -115.3% | -21.6% |
| 1Y | -18.3% | +103.0% | -121.3% | -29.7% |
| 3Y | -35.0% | +135.5% | -170.5% | -46.9% |
| 5Y | -48.2% | +368.5% | -416.7% | -64.9% |
| All | -48.2% | +370.3% | -418.5% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling