-11.1%
CHYM vs PNC
+43.5%
-54.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | -2.3% | -0.6% | -1.7% | -1.9% |
| 30D | +4.4% | -4.4% | +8.8% | +7.9% |
| 3M | +91.3% | +5.2% | +86.1% | +81.4% |
| 6M | +44.0% | +20.6% | +23.3% | +19.5% |
| YTD | +31.1% | +19.8% | +11.3% | +9.7% |
| 1Y | +37.8% | +24.4% | +13.4% | +5.9% |
| All | -11.1% | +43.5% | -54.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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