-80.1%
CHTR vs PCOR
-7.6%
-72.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +17.2% | +3.0% | +14.2% | +16.5% |
| 30D | +31.6% | +38.7% | -7.1% | +23.4% |
| 3M | -11.6% | +24.9% | -36.4% | -15.7% |
| 6M | -3.3% | +68.8% | -72.0% | -13.4% |
| YTD | -33.7% | +6.7% | -40.4% | -35.9% |
| 1Y | -32.4% | +3.0% | -35.4% | -34.3% |
| 3Y | -65.9% | +48.6% | -114.6% | -69.9% |
| 5Y | -79.9% | -12.7% | -67.2% | -81.8% |
| All | -80.1% | -7.6% | -72.5% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling