-81.8%
CHTR vs PENG
+107.7%
-189.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.1% |
| 7D | -0.3% | +7.8% | -8.1% | -0.7% |
| 30D | -4.5% | -12.2% | +7.7% | -3.9% |
| 3M | +10.2% | -20.6% | +30.9% | +10.6% |
| 6M | -37.2% | +180.9% | -218.2% | -45.4% |
| YTD | -30.2% | +162.3% | -192.5% | -38.9% |
| 1Y | -44.8% | +107.3% | -152.0% | -50.6% |
| 3Y | -65.5% | +110.8% | -176.3% | -71.1% |
| 5Y | -81.8% | +117.8% | -199.6% | -85.7% |
| All | -81.8% | +107.7% | -189.5% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling