-9.6%
CHYM vs PPL
+9.4%
-19.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.9% |
| 7D | +7.1% | -0.4% | +7.4% | +7.0% |
| 30D | +15.7% | +2.6% | +13.0% | +16.5% |
| 3M | +4.3% | +0.8% | +3.5% | +4.3% |
| 6M | +92.9% | +1.4% | +91.5% | +94.3% |
| YTD | +33.3% | +4.3% | +29.0% | +34.0% |
| 1Y | +74.8% | +0.8% | +74.1% | +77.7% |
| All | -9.6% | +9.4% | -19.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling