-59.4%
PCG vs CHTR
+279.0%
-338.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.5% |
| 7D | -2.0% | +5.4% | -7.4% | -3.0% |
| 30D | -2.7% | +24.0% | -26.7% | -6.6% |
| 3M | -25.1% | -11.7% | -13.4% | -24.1% |
| 6M | -22.3% | -10.3% | -12.0% | -22.0% |
| YTD | -18.5% | -36.5% | +18.0% | -14.0% |
| 1Y | -21.8% | -37.7% | +15.9% | -17.3% |
| 3Y | -21.0% | -67.6% | +46.6% | -7.3% |
| 5Y | +8.1% | -80.8% | +88.8% | +40.1% |
| 10Y | -76.6% | -51.3% | -25.3% | -75.1% |
| All | -59.4% | +279.0% | -338.5% | -70.7% |
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