+2.9%
PEP vs CHTR
-81.7%
+84.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | -1.0% | -4.1% | +3.1% | -0.6% |
| 30D | -0.7% | -3.0% | +2.3% | -0.5% |
| 3M | -4.1% | +4.8% | -8.9% | -5.0% |
| 6M | -13.1% | -35.0% | +22.0% | -10.3% |
| YTD | -2.1% | -30.2% | +28.0% | 0.0% |
| 1Y | -1.7% | -44.8% | +43.1% | +2.9% |
| 3Y | -15.1% | -66.6% | +51.5% | -7.4% |
| All | +2.9% | -81.7% | +84.6% | +19.3% |
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