+3.9%
PEP vs CMCSA
-45.0%
+48.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.7% | +3.8% | -3.2% | -0.1% |
| 3M | -0.5% | +12.3% | -12.9% | -2.8% |
| 6M | -11.3% | -15.4% | +4.1% | -9.0% |
| YTD | -0.6% | -2.5% | +1.9% | -0.9% |
| 1Y | +1.7% | -13.4% | +15.0% | +3.6% |
| 3Y | -12.5% | -30.4% | +17.9% | -8.0% |
| 5Y | +3.9% | -45.0% | +48.9% | +11.2% |
| All | +3.9% | -45.0% | +48.9% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling