-53.8%
CHTR vs PENG
+762.7%
-816.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.1% |
| 7D | -1.1% | +4.5% | -5.6% | -1.4% |
| 30D | -0.8% | -7.1% | +6.3% | -0.4% |
| 3M | +17.8% | -27.3% | +45.0% | +18.9% |
| 6M | -34.5% | +169.6% | -204.1% | -42.5% |
| YTD | -27.2% | +164.6% | -191.8% | -36.2% |
| 1Y | -41.4% | +109.5% | -150.9% | -47.6% |
| 3Y | -64.0% | +98.9% | -162.9% | -69.2% |
| 5Y | -81.3% | +116.3% | -197.5% | -84.5% |
| All | -53.8% | +762.7% | -816.5% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling