+54.2%
PCG vs CHTR
-83.3%
+137.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.1% | +3.9% | -3.4% |
| 7D | +6.5% | -15.8% | +22.2% | +8.3% |
| 30D | -16.7% | -12.7% | -4.1% | -15.8% |
| 3M | -14.2% | -1.1% | -13.1% | -14.7% |
| 6M | -21.5% | -39.9% | +18.5% | -17.7% |
| YTD | -11.2% | -35.9% | +24.7% | -7.9% |
| 1Y | -4.2% | -49.2% | +45.0% | +2.4% |
| 3Y | -14.9% | -68.3% | +53.4% | -4.2% |
| 5Y | +54.2% | -83.0% | +137.2% | +98.8% |
| All | +54.2% | -83.3% | +137.5% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling