-12.9%
CHYM vs PTC
-21.8%
+8.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.2% | -1.9% |
| 7D | +2.1% | -12.8% | +14.8% | +8.1% |
| 30D | +11.0% | -9.8% | +20.8% | +15.7% |
| 3M | +83.9% | -2.1% | +86.0% | +84.0% |
| 6M | +45.3% | -18.1% | +63.4% | +59.7% |
| YTD | +28.4% | -23.5% | +51.9% | +43.9% |
| 1Y | +32.2% | -37.4% | +69.6% | +54.7% |
| All | -12.9% | -21.8% | +8.9% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling