-11.1%
CHYM vs PFGC
+8.8%
-19.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -2.3% | -4.8% | +2.5% | -0.7% |
| 30D | +4.4% | -12.5% | +17.0% | +8.9% |
| 3M | +91.3% | -9.7% | +101.0% | +97.9% |
| 6M | +44.0% | +7.0% | +37.0% | +42.1% |
| YTD | +31.1% | +4.5% | +26.6% | +27.8% |
| 1Y | +37.8% | -11.6% | +49.4% | +43.2% |
| All | -11.1% | +8.8% | -19.8% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling