+6.0%
CMCSA vs PYPL
+43.2%
-37.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.9% |
| 7D | -5.6% | -5.9% | +0.4% | -4.2% |
| 30D | -1.9% | -9.4% | +7.5% | 0.0% |
| 3M | +6.4% | +31.3% | -24.9% | -0.9% |
| 6M | -16.9% | +19.1% | -36.0% | -21.1% |
| YTD | -6.8% | -7.9% | +1.1% | -6.7% |
| 1Y | -15.9% | -17.9% | +2.0% | -13.8% |
| 3Y | -33.4% | -11.6% | -21.8% | -34.7% |
| 5Y | -46.7% | -81.0% | +34.3% | -26.3% |
| All | +6.0% | +43.2% | -37.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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