+316.4%
CHTR vs PFG
+704.2%
-387.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.6% |
| 7D | -0.3% | +6.0% | -6.3% | -2.4% |
| 30D | -4.5% | +2.2% | -6.7% | -5.3% |
| 3M | +10.2% | +10.4% | -0.1% | +6.5% |
| 6M | -37.2% | +27.8% | -65.0% | -42.4% |
| YTD | -30.2% | +33.6% | -63.8% | -36.9% |
| 1Y | -44.8% | +49.3% | -94.1% | -52.0% |
| 3Y | -65.5% | +69.7% | -135.2% | -71.5% |
| 5Y | -81.8% | +111.3% | -193.1% | -86.1% |
| 10Y | -45.8% | +240.3% | -286.0% | -67.6% |
| All | +316.4% | +704.2% | -387.8% | +81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling