-45.9%
CHTR vs PHM
+568.1%
-614.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.2% |
| 7D | -4.1% | -5.0% | +0.9% | -2.6% |
| 30D | -3.0% | -8.4% | +5.5% | -0.3% |
| 3M | +4.8% | -4.4% | +9.2% | +6.0% |
| 6M | -35.0% | -3.7% | -31.3% | -34.4% |
| YTD | -30.2% | +1.3% | -31.5% | -30.6% |
| 1Y | -44.8% | -14.0% | -30.7% | -42.6% |
| 3Y | -66.6% | +48.1% | -114.7% | -71.1% |
| 5Y | -81.5% | +158.8% | -240.3% | -86.8% |
| All | -45.9% | +568.1% | -614.0% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling