-66.6%
CHTR vs PFGC
+58.8%
-125.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -4.1% | -4.8% | +0.7% | -2.7% |
| 30D | -3.0% | -12.5% | +9.6% | +0.7% |
| 3M | +4.8% | -9.7% | +14.5% | +8.1% |
| 6M | -35.0% | +7.0% | -42.0% | -35.9% |
| YTD | -30.2% | +4.5% | -34.6% | -31.6% |
| 1Y | -44.8% | -11.6% | -33.2% | -42.6% |
| 3Y | -66.6% | +58.5% | -125.0% | -73.0% |
| All | -66.6% | +58.8% | -125.4% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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