-12.0%
CHYM vs PBF
+285.7%
-297.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.2% | -5.4% |
| 7D | -2.9% | +2.3% | -5.2% | -2.9% |
| 30D | +3.0% | +11.6% | -8.6% | +3.1% |
| 3M | +98.7% | +81.7% | +17.0% | +100.8% |
| 6M | +46.4% | +96.4% | -50.0% | +46.3% |
| YTD | +29.8% | +189.5% | -159.7% | +26.8% |
| 1Y | +40.5% | +180.7% | -140.3% | +38.5% |
| All | -12.0% | +285.7% | -297.7% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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