-8.5%
CHWY vs PEG
+31.8%
-40.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -13.6% | -0.9% | -12.7% | -13.4% |
| 30D | -8.5% | -3.7% | -4.8% | -7.7% |
| 3M | +8.9% | -7.3% | +16.2% | +10.6% |
| 6M | -20.5% | -10.5% | -10.0% | -18.6% |
| YTD | -38.2% | -7.5% | -30.7% | -37.3% |
| 1Y | -43.3% | -8.7% | -34.5% | -42.3% |
| 3Y | -8.5% | +31.4% | -39.9% | -19.3% |
| All | -8.5% | +31.8% | -40.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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