-83.0%
CHTR vs PRU
+43.7%
-126.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.6% | -7.4% |
| 7D | -15.8% | -1.9% | -13.9% | -15.0% |
| 30D | -12.7% | -2.6% | -10.1% | -11.5% |
| 3M | -1.1% | +14.7% | -15.8% | -7.4% |
| 6M | -39.9% | +25.7% | -65.6% | -46.2% |
| YTD | -35.9% | +8.3% | -44.1% | -38.5% |
| 1Y | -49.2% | +17.3% | -66.5% | -53.2% |
| 3Y | -68.3% | +43.2% | -111.5% | -73.9% |
| 5Y | -83.0% | +43.5% | -126.5% | -86.1% |
| All | -83.0% | +43.7% | -126.7% | -86.1% |
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