-12.9%
CHYM vs PPL
+6.7%
-19.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +2.1% | +1.8% | +0.3% | +2.6% |
| 30D | +11.0% | -1.1% | +12.1% | +10.8% |
| 3M | +83.9% | 0.0% | +83.9% | +84.2% |
| 6M | +45.3% | -7.6% | +52.9% | +45.0% |
| YTD | +28.4% | +1.7% | +26.6% | +28.4% |
| 1Y | +32.2% | +1.5% | +30.7% | +35.0% |
| All | -12.9% | +6.7% | -19.6% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling