+34.6%
PCAR vs CHYM
-24.0%
+58.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.0% | +1.0% |
| 7D | -1.6% | -2.9% | +1.4% | -1.4% |
| 30D | -7.3% | +3.0% | -10.2% | -7.5% |
| 3M | +7.8% | +98.7% | -90.9% | +0.8% |
| 6M | +3.6% | +46.4% | -42.9% | -1.0% |
| YTD | +12.9% | +29.8% | -16.9% | +8.6% |
| 1Y | +27.3% | +40.5% | -13.2% | +19.5% |
| All | +34.6% | -24.0% | +58.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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