-81.6%
CHTR vs PBF
+799.3%
-881.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.6% |
| 7D | -4.1% | +5.3% | -9.4% | -4.3% |
| 30D | -3.0% | +11.7% | -14.7% | -3.5% |
| 3M | +4.8% | +91.1% | -86.3% | +1.0% |
| 6M | -35.0% | +88.4% | -123.5% | -37.5% |
| YTD | -30.2% | +194.1% | -224.2% | -34.6% |
| 1Y | -44.8% | +180.4% | -225.2% | -48.4% |
| 3Y | -66.6% | +59.3% | -125.9% | -68.7% |
| All | -81.6% | +799.3% | -881.0% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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