+224.4%
PFE vs CHTR
+334.3%
-109.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.3% |
| 7D | +1.8% | -1.1% | +2.8% | +1.9% |
| 30D | +10.2% | -0.8% | +11.0% | +10.1% |
| 3M | +12.7% | +17.8% | -5.1% | +8.7% |
| 6M | +10.5% | -34.5% | +45.0% | +17.3% |
| YTD | +20.2% | -27.2% | +47.3% | +24.6% |
| 1Y | +24.1% | -41.4% | +65.5% | +33.9% |
| 3Y | -3.6% | -64.0% | +60.4% | +11.3% |
| 5Y | -20.9% | -81.3% | +60.4% | +4.0% |
| 10Y | +35.8% | -44.1% | +79.9% | +33.9% |
| All | +224.4% | +334.3% | -109.8% | +97.2% |
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 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