+4.9%
PCG vs CHYM
-24.9%
+29.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.9% | +3.6% |
| 7D | +5.4% | +2.1% | +3.4% | +5.4% |
| 30D | -15.1% | +11.0% | -26.2% | -15.1% |
| 3M | -9.8% | +83.9% | -93.7% | -10.1% |
| 6M | -18.0% | +45.3% | -63.4% | -18.0% |
| YTD | -7.2% | +28.4% | -35.6% | -7.0% |
| 1Y | +2.9% | +32.2% | -29.3% | +1.9% |
| All | +4.9% | -24.9% | +29.8% | +3.6% |
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