-75.9%
PCG vs CHTR
-46.7%
-29.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -2.1% |
| 7D | +0.5% | -7.1% | +7.6% | +1.9% |
| 30D | -18.9% | -10.9% | -8.0% | -17.5% |
| 3M | -15.8% | +2.0% | -17.9% | -17.2% |
| 6M | -22.6% | -35.9% | +13.4% | -17.2% |
| YTD | -12.2% | -32.7% | +20.5% | -7.5% |
| 1Y | -7.1% | -46.6% | +39.5% | +3.1% |
| 3Y | -15.8% | -66.7% | +50.9% | +1.4% |
| 5Y | +53.3% | -82.1% | +135.5% | +124.2% |
| All | -75.9% | -46.7% | -29.2% | -74.4% |
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