+57.8%
CHYM vs PNR
-33.6%
+91.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.2% | +2.2% |
| 7D | +4.5% | +6.0% | -1.4% | +2.2% |
| 30D | +9.2% | +32.4% | -23.3% | -2.9% |
| 3M | +16.4% | +1.6% | +14.9% | +17.4% |
| 6M | +45.2% | -9.5% | +54.7% | +54.2% |
| YTD | +19.9% | -32.0% | +51.9% | +54.0% |
| 1Y | +57.8% | -34.4% | +92.3% | +111.1% |
| All | +57.8% | -33.6% | +91.5% | +111.1% |
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