-45.6%
CHTR vs PSA
+28.0%
-73.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +3.8% |
| 7D | +14.1% | +10.5% | +3.6% | +7.0% |
| 30D | +11.6% | +21.7% | -10.1% | -1.2% |
| 3M | -21.4% | +6.1% | -27.5% | -24.6% |
| 6M | -27.3% | +18.3% | -45.6% | -33.9% |
| YTD | -42.4% | +36.1% | -78.4% | -50.9% |
| 1Y | -45.6% | +29.3% | -74.9% | -52.1% |
| All | -45.6% | +28.0% | -73.6% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling