-49.3%
CHTR vs PR
+88.3%
-137.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.1% | -8.0% | -8.1% |
| 7D | -15.8% | -0.8% | -14.9% | -15.8% |
| 30D | -12.7% | +11.3% | -23.9% | -13.1% |
| 3M | -1.1% | +24.1% | -25.2% | -2.0% |
| 6M | -39.9% | +25.4% | -65.3% | -40.6% |
| YTD | -35.9% | +71.2% | -107.1% | -37.4% |
| 1Y | -49.2% | +78.6% | -127.8% | -50.5% |
| 3Y | -68.3% | +85.2% | -153.6% | -69.3% |
| 5Y | -83.0% | +419.0% | -502.0% | -84.0% |
| 10Y | -49.3% | +86.2% | -135.6% | -46.4% |
| All | -49.3% | +88.3% | -137.6% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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