-81.6%
CHTR vs PFG
+110.9%
-192.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.3% |
| 7D | -4.1% | -0.4% | -3.7% | -3.8% |
| 30D | -3.0% | +2.9% | -5.8% | -4.3% |
| 3M | +4.8% | +6.7% | -1.9% | +1.7% |
| 6M | -35.0% | +33.8% | -68.8% | -43.1% |
| YTD | -30.2% | +35.0% | -65.1% | -39.1% |
| 1Y | -44.8% | +46.4% | -91.2% | -53.6% |
| 3Y | -66.6% | +71.6% | -138.2% | -74.3% |
| All | -81.6% | +110.9% | -192.6% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling