+316.5%
CHTR vs PNR
+240.9%
+75.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -4.1% | -6.0% | +1.9% | -1.9% |
| 30D | -3.0% | -14.0% | +11.0% | +2.5% |
| 3M | +4.8% | -21.7% | +26.5% | +13.5% |
| 6M | -35.0% | -37.3% | +2.2% | -24.2% |
| YTD | -30.2% | -45.1% | +15.0% | -14.8% |
| 1Y | -44.8% | -49.1% | +4.4% | -30.7% |
| 3Y | -66.6% | -14.8% | -51.7% | -65.7% |
| 5Y | -81.5% | -21.0% | -60.5% | -81.0% |
| 10Y | -44.8% | +64.7% | -109.5% | -58.1% |
| All | +316.5% | +240.9% | +75.6% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling