-49.2%
CHTR vs PENG
+106.3%
-155.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.7% | -8.2% |
| 7D | -15.8% | +7.3% | -23.1% | -15.4% |
| 30D | -12.7% | -7.5% | -5.2% | -13.0% |
| 3M | -1.1% | -17.2% | +16.1% | -1.1% |
| 6M | -39.9% | +176.7% | -216.7% | -40.4% |
| YTD | -35.9% | +161.0% | -196.9% | -36.2% |
| 1Y | -49.2% | +108.8% | -158.0% | -48.5% |
| All | -49.2% | +106.3% | -155.5% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling