-67.6%
CHWY vs PCOR
-7.6%
-60.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -0.2% | +3.0% | -3.2% | -1.5% |
| 30D | +8.1% | +38.7% | -30.6% | -7.7% |
| 3M | +0.3% | +24.9% | -24.6% | -10.7% |
| 6M | +4.0% | +68.8% | -64.8% | -20.8% |
| YTD | -31.9% | +6.7% | -38.6% | -37.1% |
| 1Y | -32.8% | +3.0% | -35.8% | -36.9% |
| 3Y | +16.0% | +48.6% | -32.6% | -20.6% |
| 5Y | -70.7% | -12.7% | -58.0% | -78.1% |
| All | -67.6% | -7.6% | -60.0% | -76.3% |
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