+361.8%
PCAR vs CHTR
-46.7%
+408.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.4% |
| 7D | -1.6% | -7.1% | +5.6% | -0.3% |
| 30D | -7.3% | -10.9% | +3.6% | -5.6% |
| 3M | +7.8% | +2.0% | +5.8% | +6.4% |
| 6M | +3.6% | -35.9% | +39.5% | +10.5% |
| YTD | +12.9% | -32.7% | +45.5% | +18.7% |
| 1Y | +27.3% | -46.6% | +73.9% | +40.4% |
| 3Y | +61.9% | -66.7% | +128.6% | +93.1% |
| 5Y | +164.2% | -82.1% | +246.3% | +266.4% |
| All | +361.8% | -46.7% | +408.5% | +351.7% |
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