-12.0%
CHYM vs PFGC
+9.2%
-21.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.0% |
| 7D | -2.9% | -4.8% | +1.9% | -1.3% |
| 30D | +3.0% | -17.2% | +20.2% | +9.3% |
| 3M | +98.7% | -6.3% | +105.1% | +103.7% |
| 6M | +46.4% | +8.8% | +37.6% | +44.0% |
| YTD | +29.8% | +4.9% | +24.9% | +26.4% |
| 1Y | +40.5% | -9.5% | +50.0% | +44.9% |
| All | -12.0% | +9.2% | -21.2% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling