+316.4%
CHTR vs PEGA
+332.7%
-16.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -3.4% |
| 7D | -0.3% | -2.4% | +2.1% | +0.2% |
| 30D | -4.5% | +9.6% | -14.1% | -6.1% |
| 3M | +10.2% | +2.3% | +7.9% | +9.3% |
| 6M | -37.2% | -23.9% | -13.4% | -34.8% |
| YTD | -30.2% | -39.8% | +9.6% | -24.9% |
| 1Y | -44.8% | -37.4% | -7.4% | -41.3% |
| 3Y | -65.5% | +53.1% | -118.6% | -70.5% |
| 5Y | -81.8% | -47.2% | -34.5% | -81.8% |
| 10Y | -45.8% | +174.3% | -220.1% | -59.7% |
| All | +316.4% | +332.7% | -16.3% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling