-42.1%
CMCSA vs PTC
+55.9%
-98.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.3% |
| 7D | +5.0% | -0.2% | +5.3% | +5.1% |
| 30D | +16.5% | +0.8% | +15.7% | +16.3% |
| 3M | -1.6% | +32.1% | -33.7% | -6.4% |
| 6M | -5.0% | +42.6% | -47.7% | -11.4% |
| YTD | -8.3% | +12.0% | -20.2% | -10.3% |
| 1Y | +0.4% | +12.2% | -11.8% | -2.0% |
| 3Y | -31.0% | +31.2% | -62.2% | -36.1% |
| All | -42.1% | +55.9% | -98.0% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling