+0.5%
PCG vs CHYM
-19.7%
+20.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.9% | -11.2% | -4.1% |
| 7D | +6.5% | +3.4% | +3.0% | +6.6% |
| 30D | -16.7% | +12.0% | -28.7% | -16.6% |
| 3M | -14.2% | +102.4% | -116.6% | -14.4% |
| 6M | -21.5% | +52.7% | -74.1% | -21.3% |
| YTD | -11.2% | +37.3% | -48.5% | -10.8% |
| 1Y | -4.2% | +42.2% | -46.4% | -5.0% |
| All | +0.5% | -19.7% | +20.1% | -0.7% |
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