+40.1%
PYPL vs CHTR
-44.7%
+84.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.6% |
| 7D | -2.3% | -4.1% | +1.8% | -0.9% |
| 30D | -9.0% | -3.0% | -6.1% | -8.8% |
| 3M | +30.6% | +4.8% | +25.8% | +26.3% |
| 6M | +18.6% | -35.0% | +53.6% | +33.0% |
| YTD | -7.2% | -30.2% | +23.0% | +0.5% |
| 1Y | -19.3% | -44.8% | +25.5% | -4.1% |
| 3Y | -12.3% | -66.6% | +54.3% | +22.0% |
| 5Y | -80.9% | -81.5% | +0.6% | -65.6% |
| All | +40.1% | -44.7% | +84.8% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling