-9.0%
CHYM vs PENG
+158.4%
-167.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.5% |
| 7D | +1.7% | +4.5% | -2.9% | +1.1% |
| 30D | +30.2% | -7.1% | +37.4% | +30.9% |
| 3M | +85.9% | -27.3% | +113.2% | +89.0% |
| 6M | +49.9% | +169.6% | -119.7% | +3.0% |
| YTD | +34.1% | +164.6% | -130.5% | -8.7% |
| 1Y | +37.0% | +109.5% | -72.5% | -4.0% |
| All | -9.0% | +158.4% | -167.4% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling