-65.5%
CHTR vs PPL
+56.5%
-122.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.9% |
| 30D | -4.5% | -1.1% | -3.4% | -4.2% |
| 3M | +10.2% | 0.0% | +10.2% | +10.1% |
| 6M | -37.2% | -7.6% | -29.7% | -35.8% |
| YTD | -30.2% | +1.7% | -31.9% | -31.2% |
| 1Y | -44.8% | +1.5% | -46.3% | -45.6% |
| 3Y | -65.5% | +55.3% | -120.8% | -73.7% |
| All | -65.5% | +56.5% | -122.0% | -73.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling