-9.6%
CHYM vs PRU
+26.2%
-35.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.6% | +0.9% |
| 7D | +7.1% | +3.6% | +3.5% | +4.3% |
| 30D | +15.7% | +8.9% | +6.8% | +8.0% |
| 3M | +4.3% | +0.2% | +4.1% | +3.7% |
| 6M | +92.9% | +23.7% | +69.2% | +61.9% |
| YTD | +33.3% | +13.7% | +19.5% | +18.2% |
| 1Y | +74.8% | +20.6% | +54.2% | +49.9% |
| All | -9.6% | +26.2% | -35.8% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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