-45.0%
CMCSA vs PWR
+458.8%
-503.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.8% |
| 7D | +0.1% | +4.5% | -4.4% | -0.2% |
| 30D | +3.8% | -4.9% | +8.7% | +4.1% |
| 3M | +12.3% | -7.9% | +20.2% | +12.9% |
| 6M | -15.4% | +18.3% | -33.7% | -17.8% |
| YTD | -2.5% | +51.5% | -54.0% | -8.3% |
| 1Y | -13.4% | +70.3% | -83.7% | -20.2% |
| 3Y | -30.4% | +210.6% | -241.0% | -44.4% |
| 5Y | -45.0% | +456.7% | -501.7% | -63.0% |
| All | -45.0% | +458.8% | -503.9% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling