-0.7%
PCG vs CHYM
-24.0%
+23.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -1.2% |
| 7D | +0.5% | -2.9% | +3.4% | +0.5% |
| 30D | -18.9% | +3.0% | -21.9% | -18.9% |
| 3M | -15.8% | +98.7% | -114.6% | -16.2% |
| 6M | -22.6% | +46.4% | -69.0% | -22.5% |
| YTD | -12.2% | +29.8% | -42.0% | -11.9% |
| 1Y | -7.1% | +40.5% | -47.5% | -8.0% |
| All | -0.7% | -24.0% | +23.4% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling