+3,301.6%
PEP vs CMCSA
+2,200.1%
+1,101.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | +4.6% | +4.6% | +0.1% | +3.8% |
| 30D | +14.0% | +19.8% | -5.8% | +10.5% |
| 3M | +5.4% | -0.3% | +5.6% | +5.3% |
| 6M | -5.1% | +0.3% | -5.4% | -5.4% |
| YTD | +3.1% | -6.9% | +10.0% | +3.7% |
| 1Y | +4.8% | +2.6% | +2.2% | +3.6% |
| 3Y | -4.1% | -29.0% | +24.9% | +0.1% |
| 5Y | +3.0% | -42.0% | +44.9% | +10.2% |
| 10Y | +89.6% | +6.4% | +83.2% | +81.9% |
| All | +3,301.6% | +2,200.1% | +1,101.5% | +1,538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling