-12.0%
CHYM vs PTC
-24.5%
+12.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -2.9% | -14.2% | +11.3% | +3.5% |
| 30D | +3.0% | -14.4% | +17.4% | +9.6% |
| 3M | +98.7% | -4.7% | +103.4% | +100.7% |
| 6M | +46.4% | -19.3% | +65.7% | +61.4% |
| YTD | +29.8% | -26.1% | +55.9% | +47.5% |
| 1Y | +40.5% | -37.1% | +77.5% | +65.7% |
| All | -12.0% | -24.5% | +12.5% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling