+606.7%
CMCSA vs PWR
+7,423.5%
-6,816.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.3% | -8.5% | -3.4% |
| 7D | +5.0% | -12.9% | +17.9% | +7.2% |
| 30D | +16.5% | -22.8% | +39.3% | +21.2% |
| 3M | -1.6% | -19.0% | +17.4% | +1.1% |
| 6M | -5.0% | -31.1% | +26.1% | -0.5% |
| YTD | -8.3% | +28.3% | -36.5% | -15.4% |
| 1Y | +0.4% | +22.2% | -21.8% | -6.8% |
| 3Y | -31.0% | +222.2% | -253.1% | -48.7% |
| 5Y | -42.5% | +364.2% | -406.7% | -61.0% |
| 10Y | +12.6% | +1,864.8% | -1,852.3% | -44.3% |
| All | +606.7% | +7,423.5% | -6,816.8% | +119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling