-69.7%
CHWY vs PCOR
-36.7%
-33.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.4% |
| 7D | -12.0% | -12.2% | +0.2% | -6.4% |
| 30D | -6.2% | -9.4% | +3.2% | -2.1% |
| 3M | +5.5% | +22.2% | -16.7% | -5.2% |
| 6M | -17.8% | -7.3% | -10.5% | -17.6% |
| YTD | -36.2% | -26.8% | -9.4% | -29.0% |
| 1Y | -40.0% | -22.2% | -17.7% | -36.3% |
| 3Y | -8.3% | -19.1% | +10.8% | -14.5% |
| 5Y | -71.9% | -42.4% | -29.5% | -74.6% |
| All | -69.7% | -36.7% | -33.1% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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