+13.4%
PG vs CMCSA
-47.2%
+60.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.8% | -4.9% | +4.1% | +0.1% |
| 30D | +0.8% | -1.1% | +1.9% | +1.0% |
| 3M | -1.3% | +6.6% | -7.9% | -2.7% |
| 6M | -3.8% | -15.5% | +11.6% | -1.6% |
| YTD | +3.6% | -6.7% | +10.3% | +4.0% |
| 1Y | -5.7% | -15.6% | +9.9% | -3.8% |
| 3Y | +1.6% | -33.7% | +35.3% | +7.2% |
| All | +13.4% | -47.2% | +60.6% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling