-12.9%
CHYM vs PCOR
-14.3%
+1.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -2.7% |
| 7D | +2.1% | -6.9% | +9.0% | +5.7% |
| 30D | +11.0% | -1.5% | +12.6% | +11.4% |
| 3M | +83.9% | +18.5% | +65.4% | +66.0% |
| 6M | +45.3% | -4.7% | +50.0% | +44.8% |
| YTD | +28.4% | -22.8% | +51.1% | +38.9% |
| 1Y | +32.2% | -20.7% | +52.9% | +41.9% |
| All | -12.9% | -14.3% | +1.4% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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