+8.6%
PEP vs CHYM
-19.7%
+28.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -1.0% |
| 7D | -1.7% | +3.4% | -5.1% | -1.6% |
| 30D | +0.3% | +12.0% | -11.7% | +0.7% |
| 3M | -3.2% | +102.4% | -105.6% | -0.4% |
| 6M | -13.6% | +52.7% | -66.2% | -12.1% |
| YTD | -1.9% | +37.3% | -39.1% | -0.5% |
| 1Y | -0.6% | +42.2% | -42.8% | +0.8% |
| All | +8.6% | -19.7% | +28.2% | +8.0% |
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