+282.5%
CHTR vs PEG
+303.4%
-20.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.3% | -6.8% | -7.7% |
| 7D | -15.8% | -0.1% | -15.7% | -15.7% |
| 30D | -12.7% | -1.7% | -10.9% | -12.1% |
| 3M | -1.1% | -6.8% | +5.7% | +1.2% |
| 6M | -39.9% | -11.4% | -28.5% | -37.5% |
| YTD | -35.9% | -7.2% | -28.6% | -34.5% |
| 1Y | -49.2% | -6.1% | -43.0% | -48.5% |
| 3Y | -68.3% | +31.8% | -100.1% | -72.2% |
| 5Y | -83.0% | +35.6% | -118.6% | -85.3% |
| 10Y | -49.3% | +148.7% | -198.0% | -66.4% |
| All | +282.5% | +303.4% | -20.8% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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