-58.6%
CHTR vs PENG
+720.8%
-779.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.3% | -8.6% | +1.1% |
| 7D | +13.4% | +1.9% | +11.5% | +12.8% |
| 30D | +33.0% | -37.8% | +70.8% | +36.3% |
| 3M | -13.6% | -14.1% | +0.5% | -13.9% |
| 6M | -7.8% | +13.1% | -20.9% | -12.2% |
| YTD | -34.7% | +151.8% | -186.5% | -43.4% |
| 1Y | -34.8% | +136.0% | -170.8% | -43.1% |
| 3Y | -66.7% | +217.9% | -284.7% | -72.9% |
| 5Y | -80.4% | +64.1% | -144.4% | -83.6% |
| All | -58.6% | +720.8% | -779.4% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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