+49.6%
PFE vs CMCSA
+10.7%
+38.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -4.7% | +2.7% | -7.4% | -5.3% |
| 30D | +3.4% | +18.6% | -15.3% | -1.1% |
| 3M | +9.2% | -1.8% | +11.1% | +9.5% |
| 6M | +15.8% | -0.7% | +16.5% | +15.4% |
| YTD | +23.4% | -7.8% | +31.3% | +24.4% |
| 1Y | +25.8% | +0.7% | +25.1% | +23.5% |
| 3Y | +17.8% | -28.0% | +45.8% | +24.8% |
| 5Y | -20.2% | -42.1% | +21.9% | -11.6% |
| 10Y | +49.6% | +8.2% | +41.4% | +35.6% |
| All | +49.6% | +10.7% | +38.9% | +35.6% |
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