+10.2%
CMCSA vs PTC
+204.7%
-194.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.6% |
| 7D | +0.1% | -12.8% | +12.9% | +3.1% |
| 30D | +3.8% | -9.8% | +13.6% | +6.0% |
| 3M | +12.3% | -2.1% | +14.4% | +12.1% |
| 6M | -15.4% | -18.1% | +2.7% | -12.3% |
| YTD | -2.5% | -23.5% | +21.0% | +2.4% |
| 1Y | -13.4% | -37.4% | +24.0% | -4.7% |
| 3Y | -30.4% | -7.2% | -23.1% | -31.4% |
| 5Y | -45.0% | +2.7% | -47.7% | -48.0% |
| 10Y | +10.2% | +203.4% | -193.2% | -23.6% |
| All | +10.2% | +204.7% | -194.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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