-12.0%
CHYM vs PEGA
-29.2%
+17.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.4% | -6.3% |
| 7D | -2.9% | -5.3% | +2.4% | -0.5% |
| 30D | +3.0% | +8.3% | -5.3% | -1.2% |
| 3M | +98.7% | +8.9% | +89.8% | +87.5% |
| 6M | +46.4% | -19.7% | +66.2% | +60.7% |
| YTD | +29.8% | -39.9% | +69.7% | +59.4% |
| 1Y | +40.5% | -36.4% | +76.8% | +66.3% |
| All | -12.0% | -29.2% | +17.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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