-12.9%
CHYM vs PEGA
-29.1%
+16.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -2.3% |
| 7D | +2.1% | -2.4% | +4.5% | +3.3% |
| 30D | +11.0% | +9.6% | +1.4% | +6.1% |
| 3M | +83.9% | +2.3% | +81.6% | +79.5% |
| 6M | +45.3% | -23.9% | +69.2% | +63.9% |
| YTD | +28.4% | -39.8% | +68.1% | +57.7% |
| 1Y | +32.2% | -37.4% | +69.6% | +58.2% |
| All | -12.9% | -29.1% | +16.1% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling