-80.0%
CHTR vs PRU
+42.1%
-122.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +3.8% |
| 7D | +17.2% | +3.6% | +13.6% | +15.2% |
| 30D | +31.6% | +8.9% | +22.8% | +26.1% |
| 3M | -11.6% | +0.2% | -11.8% | -11.6% |
| 6M | -3.3% | +23.7% | -27.0% | -12.7% |
| YTD | -33.7% | +13.7% | -47.5% | -37.9% |
| 1Y | -32.4% | +20.6% | -53.1% | -38.5% |
| 3Y | -65.9% | +56.3% | -122.3% | -73.2% |
| All | -80.0% | +42.1% | -122.1% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling