-66.0%
CHWY vs PCOR
-30.9%
-35.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | +0.7% |
| 7D | +1.7% | -9.0% | +10.7% | +6.1% |
| 30D | -1.5% | +4.2% | -5.7% | -4.0% |
| 3M | +13.6% | +14.4% | -0.8% | +5.2% |
| 6M | -7.3% | +0.2% | -7.4% | -10.5% |
| YTD | -28.4% | -20.3% | -8.2% | -23.6% |
| 1Y | -42.5% | -16.1% | -26.4% | -41.1% |
| 3Y | -4.1% | -14.7% | +10.6% | -12.3% |
| 5Y | -69.2% | -43.2% | -26.0% | -73.5% |
| All | -66.0% | -30.9% | -35.1% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling