-47.4%
CHTR vs PPL
+67.2%
-114.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +3.0% | +3.8% |
| 7D | +17.2% | -0.4% | +17.6% | +17.4% |
| 30D | +31.6% | +2.6% | +29.0% | +30.5% |
| 3M | -11.6% | +0.8% | -12.4% | -11.8% |
| 6M | -3.3% | +1.4% | -4.7% | -3.8% |
| YTD | -33.7% | +4.3% | -38.0% | -35.1% |
| 1Y | -32.4% | +0.8% | -33.2% | -33.0% |
| 3Y | -65.9% | +57.9% | -123.9% | -71.8% |
| 5Y | -79.9% | +48.3% | -128.2% | -83.0% |
| All | -47.4% | +67.2% | -114.6% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling