+35.4%
PCAR vs CHTR
-67.5%
+102.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.4% |
| 7D | +2.1% | +5.4% | -3.3% | +1.5% |
| 30D | -1.2% | +24.0% | -25.2% | -3.5% |
| 3M | -18.6% | -11.7% | -6.9% | -18.0% |
| 6M | -5.1% | -10.3% | +5.2% | -4.8% |
| YTD | -1.8% | -36.5% | +34.7% | +1.3% |
| 1Y | +10.6% | -37.7% | +48.4% | +14.3% |
| All | +35.4% | -67.5% | +102.8% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling