+295.4%
CHTR vs PRU
+355.4%
-60.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.9% | +3.4% | +4.0% |
| 7D | +17.2% | +3.6% | +13.6% | +15.9% |
| 30D | +31.6% | +8.9% | +22.8% | +28.1% |
| 3M | -11.6% | +0.2% | -11.8% | -11.5% |
| 6M | -3.3% | +23.7% | -27.0% | -9.6% |
| YTD | -33.7% | +13.7% | -47.5% | -36.5% |
| 1Y | -32.4% | +20.6% | -53.1% | -36.5% |
| 3Y | -65.9% | +56.3% | -122.3% | -70.7% |
| 5Y | -79.9% | +42.3% | -122.3% | -82.4% |
| 10Y | -49.2% | +99.3% | -148.5% | -63.1% |
| All | +295.4% | +355.4% | -60.0% | +108.9% |
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