+21.5%
PFE vs CHYM
-23.3%
+44.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | -2.6% | -2.3% | -0.3% | -2.5% |
| 30D | +5.4% | +4.4% | +0.9% | +5.3% |
| 3M | +7.8% | +91.3% | -83.5% | +6.8% |
| 6M | +5.0% | +44.0% | -39.0% | +4.2% |
| YTD | +17.1% | +31.1% | -14.0% | +16.1% |
| 1Y | +19.3% | +37.8% | -18.5% | +17.5% |
| All | +21.5% | -23.3% | +44.7% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling