-46.2%
CHTR vs PSLV
+180.9%
-227.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.5% |
| 7D | -5.7% | -5.9% | +0.2% | -5.3% |
| 30D | -7.1% | -3.1% | -3.9% | -7.0% |
| 3M | -1.7% | -5.3% | +3.6% | -1.5% |
| 6M | -34.3% | -21.8% | -12.5% | -33.3% |
| YTD | -31.3% | -13.7% | -17.7% | -33.2% |
| 1Y | -45.6% | +42.8% | -88.4% | -51.3% |
| 3Y | -68.1% | +167.3% | -235.4% | -74.8% |
| 5Y | -81.2% | +144.8% | -226.0% | -85.1% |
| 10Y | -46.2% | +181.7% | -227.9% | -62.7% |
| All | -46.2% | +180.9% | -227.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling