-11.1%
CHYM vs PTC
-23.3%
+12.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | -2.3% | -7.3% | +5.0% | +0.9% |
| 30D | +4.4% | -11.6% | +16.1% | +9.6% |
| 3M | +91.3% | +10.5% | +80.8% | +83.9% |
| 6M | +44.0% | -17.8% | +61.8% | +57.4% |
| YTD | +31.1% | -24.9% | +56.0% | +48.0% |
| 1Y | +37.8% | -36.8% | +74.7% | +61.8% |
| All | -11.1% | -23.3% | +12.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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