-13.0%
PYPL vs CHTR
-66.9%
+53.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.0% | -2.8% | +1.1% |
| 7D | -5.9% | -7.1% | +1.2% | -4.5% |
| 30D | -9.4% | -10.9% | +1.4% | -7.6% |
| 3M | +31.3% | +2.0% | +29.3% | +29.6% |
| 6M | +19.1% | -35.9% | +55.0% | +27.6% |
| YTD | -7.9% | -32.7% | +24.8% | -2.8% |
| 1Y | -17.9% | -46.6% | +28.7% | -8.2% |
| All | -13.0% | -66.9% | +53.9% | +12.6% |
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