+348.8%
CHTR vs PSLV
+109.5%
+239.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -4.1% | -3.5% | -0.6% | -3.9% |
| 30D | -3.0% | -2.1% | -0.8% | -2.9% |
| 3M | +4.8% | -1.6% | +6.4% | +4.7% |
| 6M | -35.0% | -25.5% | -9.5% | -33.9% |
| YTD | -30.2% | -11.4% | -18.8% | -31.3% |
| 1Y | -44.8% | +48.6% | -93.3% | -48.7% |
| 3Y | -66.6% | +166.9% | -233.4% | -71.1% |
| 5Y | -81.5% | +152.4% | -233.9% | -84.0% |
| 10Y | -44.8% | +187.8% | -232.6% | -54.1% |
| All | +348.8% | +109.5% | +239.3% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling