+135.3%
PM vs CHTR
-81.7%
+216.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.2% |
| 7D | +4.7% | -4.1% | +8.8% | +5.1% |
| 30D | +2.6% | -3.0% | +5.6% | +2.8% |
| 3M | +6.6% | +4.8% | +1.8% | +5.5% |
| 6M | +16.5% | -35.0% | +51.5% | +21.1% |
| YTD | +21.2% | -30.2% | +51.3% | +24.5% |
| 1Y | +17.9% | -44.8% | +62.7% | +24.5% |
| 3Y | +129.8% | -66.6% | +196.4% | +154.7% |
| All | +135.3% | -81.7% | +216.9% | +182.2% |
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 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