+37.0%
CHYM vs PFGC
-5.1%
+42.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +1.7% | -2.2% | +3.9% | +2.5% |
| 30D | +30.2% | -11.9% | +42.2% | +36.0% |
| 3M | +85.9% | +5.0% | +80.9% | +84.6% |
| 6M | +49.9% | +8.6% | +41.3% | +46.1% |
| YTD | +34.1% | +9.7% | +24.4% | +27.7% |
| 1Y | +37.0% | -6.3% | +43.3% | +43.4% |
| All | +37.0% | -5.1% | +42.1% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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