-14.9%
PEP vs CHTR
-66.9%
+52.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.5% |
| 7D | -1.4% | -7.1% | +5.8% | -0.7% |
| 30D | -0.2% | -10.9% | +10.6% | +0.7% |
| 3M | -4.3% | +2.0% | -6.3% | -4.8% |
| 6M | -13.2% | -35.9% | +22.7% | -10.7% |
| YTD | -1.9% | -32.7% | +30.8% | +0.3% |
| 1Y | -0.3% | -46.6% | +46.2% | +4.1% |
| All | -14.9% | -66.9% | +52.0% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling