+316.5%
CHTR vs PNC
+632.1%
-315.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -4.1% | -0.6% | -3.5% | -3.8% |
| 30D | -3.0% | -4.4% | +1.4% | -1.3% |
| 3M | +4.8% | +5.2% | -0.5% | +2.9% |
| 6M | -35.0% | +20.6% | -55.7% | -39.1% |
| YTD | -30.2% | +19.8% | -49.9% | -34.6% |
| 1Y | -44.8% | +24.4% | -69.2% | -49.1% |
| 3Y | -66.6% | +131.2% | -197.8% | -75.5% |
| 5Y | -81.5% | +53.1% | -134.6% | -84.5% |
| 10Y | -44.8% | +276.8% | -321.6% | -69.4% |
| All | +316.5% | +632.1% | -315.6% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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