-47.4%
CHTR vs PR
+86.0%
-133.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.3% |
| 7D | +17.2% | +6.0% | +11.2% | +16.9% |
| 30D | +31.6% | -4.2% | +35.8% | +31.7% |
| 3M | -11.6% | +10.0% | -21.5% | -12.0% |
| 6M | -3.3% | +15.6% | -18.9% | -4.0% |
| YTD | -33.7% | +68.2% | -101.9% | -35.3% |
| 1Y | -32.4% | +79.2% | -111.6% | -34.2% |
| 3Y | -65.9% | +94.9% | -160.9% | -67.1% |
| 5Y | -79.9% | +272.8% | -352.7% | -81.1% |
| All | -47.4% | +86.0% | -133.4% | -43.3% |
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