-7.3%
CHWY vs PCOR
+3.2%
-10.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.1% |
| 7D | +1.7% | -9.0% | +10.7% | +4.2% |
| 30D | -1.5% | +4.2% | -5.7% | -3.1% |
| 3M | +13.6% | +14.4% | -0.8% | +6.9% |
| 6M | -7.3% | +0.2% | -7.4% | -12.6% |
| All | -7.3% | +3.2% | -10.5% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling