+2,003.8%
PGR vs CHTR
+316.5%
+1,687.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | 0.0% |
| 7D | -0.6% | -4.1% | +3.5% | 0.0% |
| 30D | +4.9% | -3.0% | +7.9% | +5.2% |
| 3M | +7.6% | +4.8% | +2.9% | +5.9% |
| 6M | +8.3% | -35.0% | +43.3% | +15.1% |
| YTD | +1.7% | -30.2% | +31.9% | +6.3% |
| 1Y | -6.8% | -44.8% | +37.9% | +1.7% |
| 3Y | +73.4% | -66.6% | +140.0% | +103.6% |
| 5Y | +161.2% | -81.5% | +242.7% | +246.1% |
| 10Y | +819.5% | -44.8% | +864.3% | +812.1% |
| All | +2,003.8% | +316.5% | +1,687.3% | +987.3% |
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