-32.4%
CHTR vs PCOR
+1.3%
-33.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | +17.2% | +3.0% | +14.2% | +16.6% |
| 30D | +31.6% | +38.7% | -7.1% | +24.2% |
| 3M | -11.6% | +24.9% | -36.4% | -15.3% |
| 6M | -3.3% | +68.8% | -72.0% | -12.0% |
| YTD | -33.7% | +6.7% | -40.4% | -34.8% |
| 1Y | -32.4% | +3.0% | -35.4% | -32.9% |
| All | -32.4% | +1.3% | -33.7% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling