+34.5%
PCAR vs CHYM
-24.9%
+59.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.4% |
| 7D | 0.0% | +2.1% | -2.0% | -0.1% |
| 30D | -7.7% | +11.0% | -18.8% | -8.5% |
| 3M | +3.7% | +83.9% | -80.2% | -2.3% |
| 6M | +2.3% | +45.3% | -43.0% | -2.2% |
| YTD | +12.8% | +28.4% | -15.6% | +8.6% |
| 1Y | +27.8% | +32.2% | -4.4% | +20.4% |
| All | +34.5% | -24.9% | +59.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling