+32.8%
PFE vs CHTR
-44.7%
+77.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.5% | -0.4% |
| 7D | -2.6% | -4.1% | +1.5% | -2.0% |
| 30D | +5.4% | -3.0% | +8.3% | +5.6% |
| 3M | +7.8% | +4.8% | +3.0% | +6.3% |
| 6M | +5.0% | -35.0% | +40.0% | +10.8% |
| YTD | +17.1% | -30.2% | +47.2% | +21.6% |
| 1Y | +19.3% | -44.8% | +64.1% | +29.1% |
| 3Y | -0.9% | -66.6% | +65.6% | +14.6% |
| 5Y | -20.8% | -81.5% | +60.7% | +4.0% |
| All | +32.8% | -44.7% | +77.5% | +31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling