+21.2%
PFE vs CHYM
-24.0%
+45.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +5.0% | -0.3% |
| 7D | -4.0% | -2.9% | -1.1% | -4.0% |
| 30D | +3.9% | +3.0% | +0.9% | +3.8% |
| 3M | +9.9% | +98.7% | -88.8% | +8.9% |
| 6M | +5.3% | +46.4% | -41.1% | +4.5% |
| YTD | +16.8% | +29.8% | -13.0% | +15.8% |
| 1Y | +20.4% | +40.5% | -20.0% | +18.8% |
| All | +21.2% | -24.0% | +45.2% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling