+18.8%
PGR vs CHTR
-43.3%
+62.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.1% |
| 7D | +1.3% | +15.5% | -14.2% | -0.1% |
| 30D | +10.0% | +15.9% | -5.9% | +8.4% |
| 3M | +9.6% | -17.8% | +27.4% | +10.9% |
| 6M | +18.0% | -20.5% | +38.4% | +19.4% |
| YTD | +9.0% | -39.7% | +48.7% | +13.5% |
| 1Y | +18.8% | -44.1% | +62.9% | +25.5% |
| All | +18.8% | -43.3% | +62.1% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling