+2,141.5%
CMCSA vs PTC
+8,866.4%
-6,724.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.6% |
| 30D | +21.0% | +0.9% | +20.1% | +20.8% |
| 3M | -0.9% | +30.4% | -31.3% | -6.8% |
| 6M | +2.9% | +34.4% | -31.5% | -4.1% |
| YTD | -5.9% | +12.6% | -18.5% | -9.8% |
| 1Y | +2.5% | +10.2% | -7.7% | -1.5% |
| 3Y | -28.3% | +29.4% | -57.6% | -33.7% |
| 5Y | -40.8% | +63.7% | -104.5% | -48.4% |
| 10Y | +5.4% | +316.9% | -311.5% | -25.5% |
| All | +2,141.5% | +8,866.4% | -6,724.9% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling