-78.1%
CHTR vs PCOR
-30.9%
-47.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.2% |
| 7D | -1.1% | -9.0% | +7.9% | +0.7% |
| 30D | -0.8% | +4.2% | -4.9% | -1.7% |
| 3M | +17.8% | +14.4% | +3.4% | +14.2% |
| 6M | -34.5% | +0.2% | -34.7% | -35.4% |
| YTD | -27.2% | -20.3% | -6.9% | -25.3% |
| 1Y | -41.4% | -16.1% | -25.3% | -40.8% |
| 3Y | -64.0% | -14.7% | -49.3% | -64.8% |
| 5Y | -81.3% | -43.2% | -38.1% | -81.8% |
| All | -78.1% | -30.9% | -47.2% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling