+286.4%
PG vs CHTR
+316.5%
-30.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.1% |
| 7D | -0.8% | -4.1% | +3.3% | -0.3% |
| 30D | +0.8% | -3.0% | +3.8% | +1.0% |
| 3M | -1.3% | +4.8% | -6.1% | -2.5% |
| 6M | -3.8% | -35.0% | +31.2% | +0.6% |
| YTD | +3.6% | -30.2% | +33.8% | +6.9% |
| 1Y | -5.7% | -44.8% | +39.0% | +0.7% |
| 3Y | +1.6% | -66.6% | +68.1% | +14.8% |
| 5Y | +14.6% | -81.5% | +96.1% | +41.7% |
| 10Y | +121.2% | -44.8% | +166.0% | +124.3% |
| All | +286.4% | +316.5% | -30.1% | +192.1% |
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