-29.6%
CMCSA vs PWR
+201.3%
-231.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -2.1% | +3.6% | -5.7% | -2.1% |
| 30D | +7.0% | -8.6% | +15.6% | +7.0% |
| 3M | +15.1% | -13.2% | +28.3% | +15.8% |
| 6M | -15.4% | +9.9% | -25.2% | -15.9% |
| YTD | -1.9% | +48.0% | -49.9% | -3.9% |
| 1Y | -12.7% | +66.2% | -78.9% | -15.2% |
| All | -29.6% | +201.3% | -231.0% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling