-44.8%
CHTR vs PBR
+74.3%
-119.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | -4.1% | +5.4% | -9.5% | -4.1% |
| 30D | -3.0% | +22.9% | -25.8% | -2.8% |
| 3M | +4.8% | +19.6% | -14.9% | +4.9% |
| 6M | -35.0% | +16.5% | -51.5% | -33.9% |
| YTD | -30.2% | +86.7% | -116.8% | -24.9% |
| 1Y | -44.8% | +74.7% | -119.5% | -41.3% |
| All | -44.8% | +74.3% | -119.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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