-76.0%
PCG vs CHTR
-49.2%
-26.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.3% | -2.2% | +1.3% |
| 7D | +2.2% | +17.2% | -15.1% | -1.0% |
| 30D | +0.8% | +31.6% | -30.9% | -4.7% |
| 3M | -23.8% | -11.6% | -12.2% | -22.7% |
| 6M | -19.6% | -3.3% | -16.4% | -20.5% |
| YTD | -16.7% | -33.7% | +17.0% | -12.4% |
| 1Y | -19.4% | -32.4% | +13.0% | -15.6% |
| 3Y | -18.3% | -65.9% | +47.6% | -2.5% |
| 5Y | +10.4% | -79.9% | +90.3% | +54.0% |
| All | -76.0% | -49.2% | -26.8% | -74.5% |
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 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