+37.8%
CHYM vs PTC
-36.4%
+74.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.1% |
| 7D | -2.3% | -7.3% | +5.0% | +1.9% |
| 30D | +4.4% | -11.6% | +16.1% | +11.3% |
| 3M | +91.3% | +10.5% | +80.8% | +80.3% |
| 6M | +44.0% | -17.8% | +61.8% | +71.7% |
| YTD | +31.1% | -24.9% | +56.0% | +71.1% |
| 1Y | +37.8% | -36.8% | +74.7% | +122.5% |
| All | +37.8% | -36.4% | +74.3% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling