-81.6%
CHTR vs PTC
+4.1%
-85.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.3% |
| 7D | -4.1% | -7.3% | +3.2% | -2.2% |
| 30D | -3.0% | -11.6% | +8.7% | -0.1% |
| 3M | +4.8% | +10.5% | -5.7% | +1.8% |
| 6M | -35.0% | -17.8% | -17.2% | -32.1% |
| YTD | -30.2% | -24.9% | -5.2% | -25.3% |
| 1Y | -44.8% | -36.8% | -7.9% | -38.2% |
| 3Y | -66.6% | -8.7% | -57.8% | -67.0% |
| All | -81.6% | +4.1% | -85.7% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling