+316.4%
CHTR vs PTC
+699.4%
-383.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.4% | -2.8% |
| 7D | -0.3% | -12.8% | +12.5% | +3.0% |
| 30D | -4.5% | -9.8% | +5.3% | -2.2% |
| 3M | +10.2% | -2.1% | +12.3% | +10.0% |
| 6M | -37.2% | -18.1% | -19.1% | -34.7% |
| YTD | -30.2% | -23.5% | -6.7% | -26.2% |
| 1Y | -44.8% | -37.4% | -7.4% | -38.7% |
| 3Y | -65.5% | -7.2% | -58.3% | -65.8% |
| 5Y | -81.8% | +2.7% | -84.5% | -82.7% |
| 10Y | -45.8% | +203.4% | -249.2% | -63.0% |
| All | +316.4% | +699.4% | -383.0% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling