+111.0%
CHTR vs PBF
+317.1%
-206.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -4.3% |
| 7D | -0.3% | +2.4% | -2.7% | -0.5% |
| 30D | -4.5% | +24.9% | -29.3% | -6.1% |
| 3M | +10.2% | +81.9% | -71.6% | +5.0% |
| 6M | -37.2% | +79.4% | -116.6% | -40.5% |
| YTD | -30.2% | +188.3% | -218.5% | -36.3% |
| 1Y | -44.8% | +177.3% | -222.0% | -49.8% |
| 3Y | -65.5% | +56.0% | -121.5% | -67.8% |
| 5Y | -81.8% | +804.0% | -885.8% | -85.7% |
| 10Y | -45.8% | +334.1% | -379.9% | -59.6% |
| All | +111.0% | +317.1% | -206.1% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling