-21.0%
PFE vs CHTR
-82.1%
+61.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.0% | -5.4% | -1.0% |
| 7D | -4.0% | -7.1% | +3.1% | -3.2% |
| 30D | +3.9% | -10.9% | +14.7% | +5.1% |
| 3M | +9.9% | +2.0% | +7.9% | +9.2% |
| 6M | +5.3% | -35.9% | +41.2% | +9.2% |
| YTD | +16.8% | -32.7% | +49.4% | +20.2% |
| 1Y | +20.4% | -46.6% | +67.0% | +27.2% |
| 3Y | -2.1% | -66.7% | +64.6% | +7.1% |
| 5Y | -21.0% | -82.1% | +61.2% | -13.1% |
| All | -21.0% | -82.1% | +61.1% | -13.1% |
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 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