+287.1%
PCAR vs CHTR
-49.2%
+336.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.5% |
| 7D | +4.9% | +17.2% | -12.3% | +1.7% |
| 30D | -1.4% | +31.6% | -33.0% | -6.6% |
| 3M | -18.1% | -11.6% | -6.5% | -16.9% |
| 6M | -4.0% | -3.3% | -0.7% | -4.8% |
| YTD | -1.5% | -33.7% | +32.2% | +3.5% |
| 1Y | +13.2% | -32.4% | +45.6% | +18.3% |
| 3Y | +35.8% | -65.9% | +101.7% | +60.3% |
| 5Y | +114.6% | -79.9% | +194.6% | +185.6% |
| All | +287.1% | -49.2% | +336.3% | +286.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 10y: compounded portfolio wealth divided by compounded CHTR 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…
10y analysis · Full analysis span regression · 6 months rolling