-31.0%
CMCSA vs PWR
+221.1%
-252.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.3% | -8.5% | -2.0% |
| 7D | +5.0% | -12.9% | +17.9% | +4.5% |
| 30D | +16.5% | -22.8% | +39.3% | +15.8% |
| 3M | -1.6% | -19.0% | +17.4% | -2.1% |
| 6M | -5.0% | -31.1% | +26.1% | -4.6% |
| YTD | -8.3% | +28.3% | -36.5% | -10.1% |
| 1Y | +0.4% | +22.2% | -21.8% | -1.4% |
| 3Y | -31.0% | +222.2% | -253.1% | -40.5% |
| All | -31.0% | +221.1% | -252.0% | -40.5% |
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