-69.3%
CHTR vs PTC
-10.6%
-58.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.9% | -7.3% |
| 7D | -15.8% | -13.6% | -2.2% | -12.7% |
| 30D | -12.7% | -14.7% | +2.0% | -9.3% |
| 3M | -1.1% | -5.9% | +4.8% | 0.0% |
| 6M | -39.9% | -21.1% | -18.8% | -36.1% |
| YTD | -35.9% | -26.0% | -9.8% | -30.6% |
| 1Y | -49.2% | -36.8% | -12.3% | -42.3% |
| All | -69.3% | -10.6% | -58.7% | -72.6% |
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