-45.0%
CMCSA vs PYPL
-81.9%
+36.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.3% |
| 30D | +3.8% | -9.7% | +13.6% | +5.6% |
| 3M | +12.3% | +29.2% | -16.9% | +6.0% |
| 6M | -15.4% | +13.9% | -29.3% | -18.3% |
| YTD | -2.5% | -8.1% | +5.6% | -2.3% |
| 1Y | -13.4% | -21.4% | +8.0% | -10.5% |
| 3Y | -30.4% | -11.8% | -18.5% | -31.4% |
| 5Y | -45.0% | -81.1% | +36.1% | -34.9% |
| All | -45.0% | -81.9% | +36.8% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling