-80.7%
CHTR vs PCOR
-9.2%
-71.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.9% | +10.7% |
| 7D | +17.8% | +20.7% | -2.9% | +13.4% |
| 30D | +29.7% | +35.7% | -6.0% | +22.1% |
| 3M | -12.5% | +31.1% | -43.6% | -17.4% |
| 6M | -13.4% | +43.1% | -56.6% | -20.0% |
| YTD | -35.8% | +4.8% | -40.6% | -37.7% |
| 1Y | -36.3% | -3.7% | -32.6% | -37.2% |
| 3Y | -67.3% | +46.5% | -113.8% | -71.0% |
| 5Y | -80.9% | -17.3% | -63.6% | -82.6% |
| All | -80.7% | -9.2% | -71.5% | -82.5% |
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