+271.3%
PEP vs CHTR
+316.4%
-45.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.3% |
| 7D | +0.1% | -0.3% | +0.4% | 0.0% |
| 30D | +0.7% | -4.5% | +5.1% | +1.2% |
| 3M | -0.5% | +10.2% | -10.8% | -2.6% |
| 6M | -11.3% | -37.2% | +25.9% | -5.9% |
| YTD | -0.6% | -30.2% | +29.6% | +3.3% |
| 1Y | +1.7% | -44.8% | +46.4% | +9.7% |
| 3Y | -12.5% | -65.5% | +53.0% | +0.1% |
| 5Y | +3.9% | -81.8% | +85.7% | +33.0% |
| 10Y | +76.6% | -45.8% | +122.3% | +82.3% |
| All | +271.3% | +316.4% | -45.1% | +182.1% |
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