-65.5%
CHTR vs PENG
+111.6%
-177.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.1% |
| 7D | -0.3% | +7.8% | -8.1% | -0.4% |
| 30D | -4.5% | -12.2% | +7.7% | -4.4% |
| 3M | +10.2% | -20.6% | +30.9% | +10.4% |
| 6M | -37.2% | +180.9% | -218.2% | -41.5% |
| YTD | -30.2% | +162.3% | -192.5% | -34.7% |
| 1Y | -44.8% | +107.3% | -152.0% | -47.7% |
| 3Y | -65.5% | +110.8% | -176.3% | -68.5% |
| All | -65.5% | +111.6% | -177.1% | -68.5% |
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 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