-65.9%
CHTR vs PRU
+56.8%
-122.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +17.2% | +3.6% | +13.6% | +15.1% |
| 30D | +31.6% | +8.9% | +22.8% | +26.0% |
| 3M | -11.6% | +0.2% | -11.8% | -11.8% |
| 6M | -3.3% | +23.7% | -27.0% | -12.6% |
| YTD | -33.7% | +13.7% | -47.5% | -37.9% |
| 1Y | -32.4% | +20.6% | -53.1% | -38.4% |
| 3Y | -65.9% | +56.3% | -122.3% | -75.7% |
| All | -65.9% | +56.8% | -122.7% | -75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling