+4.7%
CMCSA vs PTC
+312.5%
-307.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | +19.5% | +1.2% | +18.3% | +19.2% |
| 3M | -2.4% | +27.4% | -29.8% | -8.2% |
| 6M | +3.8% | +39.2% | -35.3% | -4.7% |
| YTD | -5.4% | +12.5% | -17.9% | -9.3% |
| 1Y | +1.1% | +12.3% | -11.2% | -3.0% |
| 3Y | -27.1% | +28.8% | -56.0% | -33.5% |
| 5Y | -40.3% | +60.9% | -101.2% | -49.1% |
| All | +4.7% | +312.5% | -307.7% | -29.8% |
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