+781.3%
PCAR vs CHTR
+334.3%
+447.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | -0.5% | -1.1% | +0.6% | -0.4% |
| 30D | -6.2% | -0.8% | -5.5% | -6.5% |
| 3M | +5.9% | +17.8% | -11.9% | +0.8% |
| 6M | +0.4% | -34.5% | +34.9% | +8.1% |
| YTD | +14.8% | -27.2% | +42.0% | +19.8% |
| 1Y | +30.1% | -41.4% | +71.5% | +43.3% |
| 3Y | +66.7% | -64.0% | +130.7% | +100.6% |
| 5Y | +166.1% | -81.3% | +247.4% | +280.4% |
| 10Y | +353.7% | -44.1% | +397.7% | +333.4% |
| All | +781.3% | +334.3% | +447.1% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling