-6.9%
CHYM vs PENG
+154.9%
-161.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.4% | +7.0% |
| 7D | +3.4% | +7.3% | -3.9% | +2.5% |
| 30D | +12.0% | -7.5% | +19.5% | +12.7% |
| 3M | +102.4% | -17.2% | +119.6% | +100.7% |
| 6M | +52.7% | +176.7% | -124.1% | +3.8% |
| YTD | +37.3% | +161.0% | -123.8% | -6.4% |
| 1Y | +42.2% | +108.8% | -66.7% | -0.5% |
| All | -6.9% | +154.9% | -161.8% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 5y: compounded portfolio wealth divided by compounded PENG 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…
5y analysis · Full analysis span regression · 6 months rolling