-55.5%
PCG vs CHTR
+334.3%
-389.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -13.9% | -1.1% | -12.8% | -13.9% |
| 30D | -16.9% | -0.8% | -16.1% | -17.1% |
| 3M | -14.7% | +17.8% | -32.5% | -18.1% |
| 6M | -23.8% | -34.5% | +10.7% | -19.2% |
| YTD | -10.5% | -27.2% | +16.7% | -7.4% |
| 1Y | -5.1% | -41.4% | +36.3% | +2.4% |
| 3Y | -11.6% | -64.0% | +52.4% | +2.4% |
| 5Y | +59.0% | -81.3% | +140.3% | +110.4% |
| 10Y | -75.7% | -44.1% | -31.7% | -74.6% |
| All | -55.5% | +334.3% | -389.7% | -68.4% |
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 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