+79.1%
PEP vs CMCSA
+4.4%
+74.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.6% | +5.3% | +0.7% |
| 7D | -1.7% | -8.3% | +6.6% | +0.8% |
| 30D | +0.3% | -2.4% | +2.7% | +0.9% |
| 3M | -3.2% | +4.5% | -7.8% | -4.8% |
| 6M | -13.6% | -18.8% | +5.2% | -9.0% |
| YTD | -1.9% | -8.9% | +7.1% | -0.4% |
| 1Y | -0.6% | -18.3% | +17.7% | +4.0% |
| 3Y | -13.6% | -35.0% | +21.4% | -4.6% |
| 5Y | +3.2% | -48.2% | +51.4% | +21.9% |
| 10Y | +79.1% | +4.6% | +74.5% | +69.0% |
| All | +79.1% | +4.4% | +74.7% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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