+1,128.3%
PSX vs CHTR
+131.3%
+997.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.9% |
| 7D | +1.5% | -7.1% | +8.7% | +2.9% |
| 30D | +15.8% | -10.9% | +26.7% | +18.0% |
| 3M | +43.0% | +2.0% | +41.0% | +41.1% |
| 6M | +61.1% | -35.9% | +97.0% | +71.9% |
| YTD | +104.5% | -32.7% | +137.2% | +115.1% |
| 1Y | +102.5% | -46.6% | +149.1% | +124.0% |
| 3Y | +133.5% | -66.7% | +200.2% | +180.1% |
| 5Y | +367.0% | -82.1% | +449.1% | +547.4% |
| 10Y | +382.3% | -46.8% | +429.1% | +378.3% |
| All | +1,128.3% | +131.3% | +997.0% | +625.1% |
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 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