+1.2%
CHWY vs PCOR
-17.1%
+18.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -0.8% |
| 7D | -1.9% | -6.9% | +5.0% | 0.0% |
| 30D | -1.1% | -1.5% | +0.4% | -1.0% |
| 3M | +15.5% | +18.5% | -3.0% | +9.3% |
| 6M | -8.5% | -4.7% | -3.8% | -9.2% |
| YTD | -29.6% | -22.8% | -6.8% | -26.7% |
| 1Y | -44.1% | -20.7% | -23.4% | -42.6% |
| 3Y | +1.2% | -14.6% | +15.8% | 0.0% |
| All | +1.2% | -17.1% | +18.3% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling