+37.0%
CHYM vs PNR
-43.1%
+80.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.7% | -2.4% | +4.1% | +2.9% |
| 30D | +30.2% | -12.8% | +43.0% | +39.8% |
| 3M | +85.9% | -17.0% | +102.9% | +100.2% |
| 6M | +49.9% | -37.4% | +87.3% | +98.6% |
| YTD | +34.1% | -41.6% | +75.7% | +87.0% |
| 1Y | +37.0% | -44.6% | +81.6% | +106.9% |
| All | +37.0% | -43.1% | +80.1% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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