-45.9%
CHTR vs PEGA
+184.6%
-230.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.3% | +3.4% |
| 7D | -4.1% | -3.0% | -1.1% | -3.4% |
| 30D | -3.0% | +15.9% | -18.9% | -5.8% |
| 3M | +4.8% | +10.8% | -6.1% | +2.2% |
| 6M | -35.0% | -16.5% | -18.5% | -33.4% |
| YTD | -30.2% | -39.0% | +8.9% | -24.3% |
| 1Y | -44.8% | -37.3% | -7.5% | -40.9% |
| 3Y | -66.6% | +59.2% | -125.7% | -72.7% |
| 5Y | -81.5% | -44.9% | -36.6% | -81.5% |
| All | -45.9% | +184.6% | -230.5% | -61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling