-45.6%
CHTR vs PNR
-31.2%
-14.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +4.7% |
| 7D | +14.1% | +11.9% | +2.2% | +10.7% |
| 30D | +11.6% | +37.1% | -25.6% | +2.7% |
| 3M | -21.4% | +5.7% | -27.1% | -23.3% |
| 6M | -27.3% | -5.7% | -21.6% | -28.3% |
| YTD | -42.4% | -29.8% | -12.6% | -39.5% |
| 1Y | -45.6% | -31.8% | -13.8% | -41.9% |
| All | -45.6% | -31.2% | -14.4% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling