-83.0%
CHTR vs PCOR
-10.3%
-72.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +5.9% | +22.7% | -16.8% | +1.6% |
| 30D | +10.4% | +37.5% | -27.1% | +3.6% |
| 3M | -25.0% | +35.2% | -60.2% | -29.6% |
| 6M | -24.6% | +42.2% | -66.8% | -30.2% |
| YTD | -43.4% | +3.6% | -47.0% | -45.0% |
| 1Y | -45.8% | -4.8% | -41.1% | -46.5% |
| 3Y | -71.6% | +48.3% | -119.9% | -74.9% |
| 5Y | -82.9% | -20.1% | -62.8% | -84.3% |
| All | -83.0% | -10.3% | -72.7% | -84.5% |
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