+3,159.9%
PEP vs CMCSA
+2,324.1%
+835.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -1.0% |
| 30D | +0.2% | +7.0% | -6.8% | -1.0% |
| 3M | -1.1% | +15.1% | -16.2% | -3.6% |
| 6M | -13.5% | -15.4% | +1.9% | -11.4% |
| YTD | -1.2% | -1.9% | +0.7% | -1.4% |
| 1Y | -1.6% | -12.7% | +11.2% | +0.1% |
| 3Y | -12.5% | -31.0% | +18.5% | -8.2% |
| 5Y | +3.0% | -46.1% | +49.1% | +11.6% |
| 10Y | +73.9% | +10.8% | +63.1% | +65.7% |
| All | +3,159.9% | +2,324.1% | +835.9% | +1,457.3% |
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