+334.3%
CHTR vs PPL
+147.1%
+187.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | +2.7% | -3.7% | -2.0% |
| 30D | -0.8% | +0.5% | -1.2% | -1.1% |
| 3M | +17.8% | +0.7% | +17.1% | +17.3% |
| 6M | -34.5% | -7.6% | -26.9% | -32.8% |
| YTD | -27.2% | +1.8% | -29.0% | -28.1% |
| 1Y | -41.4% | -0.8% | -40.7% | -41.7% |
| 3Y | -64.0% | +56.9% | -120.9% | -70.0% |
| 5Y | -81.3% | +39.5% | -120.8% | -83.8% |
| 10Y | -44.1% | +55.4% | -99.5% | -55.7% |
| All | +334.3% | +147.1% | +187.2% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling