-5.3%
PG vs CMCSA
-12.9%
+7.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.9% | -2.1% | +4.0% | +2.2% |
| 30D | -0.2% | +7.0% | -7.3% | -1.5% |
| 3M | +4.8% | +15.1% | -10.3% | +2.0% |
| 6M | -6.1% | -15.4% | +9.3% | -4.6% |
| YTD | +4.5% | -1.9% | +6.4% | +2.1% |
| 1Y | -5.3% | -12.7% | +7.4% | -4.5% |
| All | -5.3% | -12.9% | +7.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling