+24.1%
PFE vs CHYM
+38.9%
-14.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | +1.7% | +0.1% | +1.7% |
| 30D | +10.2% | +30.2% | -20.0% | +9.1% |
| 3M | +12.7% | +85.9% | -73.2% | +10.4% |
| 6M | +10.5% | +49.9% | -39.4% | +8.8% |
| YTD | +20.2% | +34.1% | -14.0% | +18.4% |
| 1Y | +24.1% | +37.0% | -12.9% | +20.2% |
| All | +24.1% | +38.9% | -14.8% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling