+8.2%
CMCSA vs PTC
+326.2%
-318.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +18.6% | +0.7% | +17.9% | +18.5% |
| 3M | -1.8% | +32.6% | -34.5% | -8.5% |
| 6M | -0.7% | +33.6% | -34.2% | -8.0% |
| YTD | -7.8% | +12.4% | -20.3% | -11.6% |
| 1Y | +0.7% | +11.2% | -10.5% | -3.2% |
| 3Y | -28.0% | +31.7% | -59.6% | -34.6% |
| 5Y | -42.1% | +60.1% | -102.2% | -50.6% |
| 10Y | +8.2% | +317.2% | -309.0% | -27.6% |
| All | +8.2% | +326.2% | -318.0% | -27.6% |
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