-67.7%
CHTR vs PFG
+68.8%
-136.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.6% |
| 7D | -7.1% | -3.0% | -4.2% | -5.9% |
| 30D | -10.9% | +2.5% | -13.3% | -11.9% |
| 3M | +2.0% | +6.1% | -4.1% | -0.6% |
| 6M | -35.9% | +31.3% | -67.2% | -43.2% |
| YTD | -32.7% | +33.6% | -66.2% | -40.8% |
| 1Y | -46.6% | +48.5% | -95.1% | -55.2% |
| All | -67.7% | +68.8% | -136.5% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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