-67.0%
CHTR vs PENG
+192.0%
-259.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.3% | +12.9% | +10.5% |
| 7D | +17.8% | -16.1% | +33.9% | +17.6% |
| 30D | +29.7% | -41.5% | +71.2% | +29.3% |
| 3M | -12.5% | -19.1% | +6.6% | -12.8% |
| 6M | -13.4% | +0.9% | -14.4% | -15.1% |
| YTD | -35.8% | +128.2% | -164.0% | -41.0% |
| 1Y | -36.3% | +98.6% | -134.9% | -40.8% |
| All | -67.0% | +192.0% | -259.0% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling