-11.1%
CHYM vs PPL
+4.5%
-15.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +0.9% |
| 7D | -2.3% | -2.1% | -0.1% | -2.9% |
| 30D | +4.4% | -3.1% | +7.5% | +3.6% |
| 3M | +91.3% | -3.1% | +94.4% | +90.3% |
| 6M | +44.0% | -8.0% | +52.0% | +42.8% |
| YTD | +31.1% | -0.3% | +31.5% | +30.4% |
| 1Y | +37.8% | -2.2% | +40.1% | +40.0% |
| All | -11.1% | +4.5% | -15.6% | -10.9% |
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