-57.3%
CHTR vs PENG
+710.3%
-767.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.8% | +5.3% |
| 7D | -7.1% | 0.0% | -7.1% | -7.2% |
| 30D | -10.9% | -15.2% | +4.3% | -9.9% |
| 3M | +2.0% | -16.9% | +18.9% | +1.9% |
| 6M | -35.9% | +161.5% | -197.5% | -43.7% |
| YTD | -32.7% | +148.6% | -181.2% | -40.7% |
| 1Y | -46.6% | +89.6% | -136.2% | -51.8% |
| 3Y | -66.7% | +99.8% | -166.5% | -71.6% |
| 5Y | -82.1% | +100.9% | -183.1% | -85.2% |
| All | -57.3% | +710.3% | -767.6% | -66.7% |
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