+218.5%
PWR vs CHTR
-65.7%
+284.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +5.1% |
| 7D | +4.2% | -4.1% | +8.3% | +4.2% |
| 30D | -4.0% | -3.0% | -1.1% | -4.1% |
| 3M | -4.8% | +4.8% | -9.5% | -5.0% |
| 6M | +14.6% | -35.0% | +49.7% | +16.5% |
| YTD | +54.2% | -30.2% | +84.4% | +55.9% |
| 1Y | +67.1% | -44.8% | +111.9% | +71.6% |
| 3Y | +218.5% | -66.6% | +285.0% | +250.4% |
| All | +218.5% | -65.7% | +284.1% | +250.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling