-65.9%
CHTR vs PTC
+29.1%
-95.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +17.2% | +0.5% | +16.7% | +17.1% |
| 30D | +31.6% | +1.2% | +30.4% | +31.4% |
| 3M | -11.6% | +27.4% | -39.0% | -15.4% |
| 6M | -3.3% | +39.2% | -42.5% | -9.6% |
| YTD | -33.7% | +12.5% | -46.2% | -34.4% |
| 1Y | -32.4% | +12.3% | -44.7% | -33.1% |
| 3Y | -65.9% | +28.8% | -94.8% | -71.3% |
| All | -65.9% | +29.1% | -95.1% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling