+3,280.0%
PFE vs CMCSA
+2,324.1%
+955.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | +1.8% | -2.1% | +3.9% | +2.2% |
| 30D | +10.2% | +7.0% | +3.2% | +8.5% |
| 3M | +12.7% | +15.1% | -2.4% | +9.0% |
| 6M | +10.5% | -15.4% | +25.9% | +13.9% |
| YTD | +20.2% | -1.9% | +22.1% | +19.7% |
| 1Y | +24.1% | -12.7% | +36.8% | +26.5% |
| 3Y | -3.6% | -31.0% | +27.4% | +2.4% |
| 5Y | -20.9% | -46.1% | +25.2% | -12.4% |
| 10Y | +35.8% | +10.8% | +25.0% | +25.4% |
| All | +3,280.0% | +2,324.1% | +955.9% | +1,354.4% |
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