+14.0%
CMCSA vs PYPL
+56.4%
-42.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | +4.6% | +1.0% | +3.6% | +4.3% |
| 30D | +19.8% | +5.9% | +13.9% | +18.2% |
| 3M | -0.3% | -0.2% | 0.0% | -0.6% |
| 6M | +0.3% | +30.3% | -30.0% | -6.5% |
| YTD | -6.9% | +1.6% | -8.5% | -9.0% |
| 1Y | +2.6% | -10.3% | +12.9% | +3.3% |
| 3Y | -29.0% | +8.5% | -37.6% | -33.7% |
| 5Y | -42.0% | -71.0% | +29.0% | -28.1% |
| 10Y | +6.4% | +46.9% | -40.5% | -19.7% |
| All | +14.0% | +56.4% | -42.4% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling