-49.3%
CHTR vs PPL
+52.7%
-102.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.6% | -7.6% |
| 7D | -15.8% | 0.0% | -15.8% | -15.8% |
| 30D | -12.7% | -1.3% | -11.4% | -12.3% |
| 3M | -1.1% | -2.6% | +1.5% | -0.3% |
| 6M | -39.9% | -8.4% | -31.5% | -38.1% |
| YTD | -35.9% | +0.2% | -36.1% | -36.3% |
| 1Y | -49.2% | -0.2% | -48.9% | -49.5% |
| 3Y | -68.3% | +52.9% | -121.2% | -73.4% |
| 5Y | -83.0% | +36.8% | -119.8% | -85.2% |
| 10Y | -49.3% | +57.6% | -106.9% | -61.6% |
| All | -49.3% | +52.7% | -102.0% | -61.6% |
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