-41.4%
CHTR vs PEGA
-30.0%
-11.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.1% | +3.3% | -4.4% | -1.4% |
| 30D | -0.8% | +17.7% | -18.5% | -2.5% |
| 3M | +17.8% | +5.8% | +12.0% | +15.3% |
| 6M | -34.5% | -20.3% | -14.2% | -34.7% |
| YTD | -27.2% | -37.1% | +10.0% | -27.7% |
| 1Y | -41.4% | -30.2% | -11.2% | -41.7% |
| All | -41.4% | -30.0% | -11.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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