-82.1%
CHTR vs PEGA
-47.2%
-35.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.0% | +3.0% | +4.6% |
| 7D | -7.1% | -5.3% | -1.8% | -6.2% |
| 30D | -10.9% | +8.3% | -19.2% | -12.1% |
| 3M | +2.0% | +8.9% | -6.9% | +0.2% |
| 6M | -35.9% | -19.7% | -16.2% | -34.2% |
| YTD | -32.7% | -39.9% | +7.2% | -27.8% |
| 1Y | -46.6% | -36.4% | -10.2% | -43.6% |
| 3Y | -66.7% | +52.8% | -119.5% | -72.0% |
| 5Y | -82.1% | -45.7% | -36.5% | -83.3% |
| All | -82.1% | -47.2% | -35.0% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling