+21.0%
PFE vs CHTR
-66.1%
+87.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.3% |
| 7D | -1.7% | +17.2% | -18.9% | -3.5% |
| 30D | +0.3% | +31.6% | -31.3% | -2.9% |
| 3M | +9.4% | -11.6% | +21.0% | +10.5% |
| 6M | +14.9% | -3.3% | +18.2% | +14.5% |
| YTD | +23.8% | -33.7% | +57.5% | +27.1% |
| 1Y | +19.5% | -32.4% | +51.9% | +22.3% |
| 3Y | +21.0% | -65.9% | +87.0% | +30.2% |
| All | +21.0% | -66.1% | +87.1% | +30.2% |
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