+156.8%
CMCSA vs PSX
+1,187.1%
-1,030.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +3.2% | +7.8% | -4.6% | +1.3% |
| 30D | +19.5% | -10.9% | +30.4% | +22.5% |
| 3M | -2.4% | +14.5% | -16.9% | -6.1% |
| 6M | +3.8% | +56.1% | -52.3% | -7.8% |
| YTD | -5.4% | +109.6% | -115.0% | -22.6% |
| 1Y | +1.1% | +95.5% | -94.4% | -16.0% |
| 3Y | -27.1% | +156.2% | -183.3% | -44.7% |
| 5Y | -40.3% | +310.0% | -350.3% | -61.1% |
| 10Y | +6.0% | +368.0% | -362.1% | -38.4% |
| All | +156.8% | +1,187.1% | -1,030.3% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling