-67.9%
CHWY vs PCOR
-17.1%
-50.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +3.7% | +20.7% | -17.0% | -6.2% |
| 30D | +20.6% | +35.7% | -15.0% | +2.9% |
| 3M | +1.2% | +31.1% | -29.9% | -13.0% |
| 6M | -0.5% | +43.1% | -43.6% | -19.4% |
| YTD | -30.8% | +4.8% | -35.7% | -35.9% |
| 1Y | -32.4% | -3.7% | -28.7% | -34.6% |
| 3Y | +14.5% | +46.5% | -32.0% | -25.1% |
| All | -67.9% | -17.1% | -50.8% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling