+37.0%
CHYM vs PEG
-7.0%
+44.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.9% |
| 30D | +30.2% | -2.4% | +32.7% | +29.4% |
| 3M | +85.9% | -4.8% | +90.7% | +84.1% |
| 6M | +49.9% | -10.7% | +60.6% | +45.9% |
| YTD | +34.1% | -6.7% | +40.8% | +30.6% |
| 1Y | +37.0% | -6.8% | +43.9% | +33.9% |
| All | +37.0% | -7.0% | +44.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling