+334.3%
CHTR vs PRU
+349.7%
-15.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.1% | +1.9% | -2.9% | -1.7% |
| 30D | -0.8% | +2.7% | -3.5% | -1.7% |
| 3M | +17.8% | +19.5% | -1.7% | +11.1% |
| 6M | -34.5% | +26.6% | -61.1% | -39.4% |
| YTD | -27.2% | +12.3% | -39.5% | -30.1% |
| 1Y | -41.4% | +18.0% | -59.5% | -44.7% |
| 3Y | -64.0% | +47.0% | -111.0% | -68.5% |
| 5Y | -81.3% | +48.4% | -129.7% | -83.8% |
| 10Y | -44.1% | +142.4% | -186.5% | -62.0% |
| All | +334.3% | +349.7% | -15.5% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling