+362.6%
PSX vs CHTR
-81.7%
+444.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | 0.0% |
| 7D | +1.7% | -4.1% | +5.8% | +2.1% |
| 30D | +15.6% | -3.0% | +18.6% | +15.7% |
| 3M | +46.5% | +4.8% | +41.7% | +45.0% |
| 6M | +55.0% | -35.0% | +90.0% | +61.3% |
| YTD | +105.3% | -30.2% | +135.5% | +110.8% |
| 1Y | +101.6% | -44.8% | +146.4% | +114.4% |
| 3Y | +134.1% | -66.6% | +200.7% | +165.9% |
| All | +362.6% | -81.7% | +444.2% | +460.1% |
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 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