-50.3%
CHTR vs PLUG
+58.4%
-108.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.0% | -4.1% | -7.9% |
| 7D | -15.8% | +3.8% | -19.6% | -16.0% |
| 30D | -12.7% | +2.8% | -15.5% | -12.8% |
| 3M | -1.1% | -25.4% | +24.3% | +0.3% |
| 6M | -39.9% | -0.5% | -39.4% | -40.6% |
| YTD | -35.9% | +10.2% | -46.0% | -37.4% |
| 1Y | -49.2% | +53.9% | -103.1% | -51.8% |
| 3Y | -68.3% | -72.7% | +4.4% | -68.6% |
| 5Y | -83.0% | -91.4% | +8.5% | -82.3% |
| All | -50.3% | +58.4% | -108.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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