-45.9%
CHTR vs PRU
+140.2%
-186.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -4.1% | -2.3% | -1.8% | -3.3% |
| 30D | -3.0% | -1.7% | -1.2% | -2.4% |
| 3M | +4.8% | +13.2% | -8.5% | +0.7% |
| 6M | -35.0% | +28.8% | -63.8% | -40.2% |
| YTD | -30.2% | +9.8% | -39.9% | -32.4% |
| 1Y | -44.8% | +17.4% | -62.1% | -47.7% |
| 3Y | -66.6% | +44.9% | -111.5% | -70.5% |
| 5Y | -81.5% | +46.6% | -128.1% | -83.8% |
| All | -45.9% | +140.2% | -186.1% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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