-17.1%
CHTR vs PFGC
+409.4%
-426.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.8% |
| 7D | -0.3% | -2.4% | +2.1% | +0.1% |
| 30D | -4.5% | -15.8% | +11.3% | -1.6% |
| 3M | +10.2% | -0.6% | +10.8% | +10.5% |
| 6M | -37.2% | +10.7% | -47.9% | -38.4% |
| YTD | -30.2% | +7.6% | -37.8% | -31.4% |
| 1Y | -44.8% | -7.8% | -37.0% | -44.3% |
| 3Y | -65.5% | +63.7% | -129.2% | -68.6% |
| 5Y | -81.8% | +112.3% | -194.0% | -84.2% |
| 10Y | -45.8% | +286.7% | -332.4% | -59.9% |
| All | -17.1% | +409.4% | -426.5% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling