+37.8%
CHYM vs PPG
-0.8%
+38.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -2.3% | -6.2% | +4.0% | +0.4% |
| 30D | +4.4% | -7.9% | +12.4% | +8.1% |
| 3M | +91.3% | -10.2% | +101.5% | +98.7% |
| 6M | +44.0% | +2.7% | +41.3% | +41.0% |
| YTD | +31.1% | +4.9% | +26.2% | +17.1% |
| 1Y | +37.8% | -3.2% | +41.0% | +36.2% |
| All | +37.8% | -0.8% | +38.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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