-45.6%
CHTR vs PPL
+1.0%
-46.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.7% |
| 7D | +14.1% | +1.8% | +12.3% | +13.7% |
| 30D | +11.6% | +8.4% | +3.2% | +10.4% |
| 3M | -21.4% | +2.4% | -23.8% | -21.7% |
| 6M | -27.3% | -4.0% | -23.3% | -27.8% |
| YTD | -42.4% | +4.5% | -46.8% | -42.7% |
| 1Y | -45.6% | +1.7% | -47.3% | -44.3% |
| All | -45.6% | +1.0% | -46.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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