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  • CMCSA vs PWR✓SelectedUSD · PWRCMCSA vs PWR performance historyLatest closeAs of-6.61%09/09
Stock and ETF performance explorer

CMCSA vs PWR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4.6%
PWR return
+2,367.8%
Excess return
-2,363.3%
Maximum drawdown
-55.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioPWRExcessAlpha
1D-6.6%-1.9%-4.7%-6.3%
7D-8.3%+2.7%-10.9%-8.7%
30D-2.4%-5.1%+2.7%-1.7%
3M+4.5%-9.4%+13.9%+5.5%
6M-18.8%+10.4%-29.2%-22.0%
YTD-8.9%+48.6%-57.6%-18.6%
1Y-18.3%+68.0%-86.3%-29.5%
3Y-35.0%+204.7%-239.7%-54.2%
5Y-48.2%+451.9%-500.1%-70.5%
10Y+4.6%+2,425.3%-2,420.8%-66.2%
All+4.6%+2,367.8%-2,363.3%-66.2%

Cumulative growth

Daily Returns

Daily percentage return beside PWR.

Daily Out/Under-Performance

Portfolio return minus PWR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PWR 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 PWR 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