+712.2%
PM vs CHTR
+316.4%
+395.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.9% |
| 7D | -1.3% | -0.3% | -1.0% | -1.4% |
| 30D | -2.6% | -4.5% | +1.9% | -2.0% |
| 3M | +5.8% | +10.2% | -4.4% | +3.4% |
| 6M | +10.6% | -37.2% | +47.8% | +18.1% |
| YTD | +17.2% | -30.2% | +47.3% | +22.3% |
| 1Y | +17.6% | -44.8% | +62.4% | +28.0% |
| 3Y | +124.3% | -65.5% | +189.8% | +159.5% |
| 5Y | +125.1% | -81.8% | +206.8% | +193.5% |
| 10Y | +198.6% | -45.8% | +244.4% | +205.3% |
| All | +712.2% | +316.4% | +395.8% | +432.7% |
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