-41.6%
CHWY vs PEG
+53.3%
-94.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 6M | -20.5% | -10.5% | -10.0% | -18.4% |
| YTD | -38.2% | -7.5% | -30.7% | -37.1% |
| 1Y | -43.3% | -8.7% | -34.5% | -42.2% |
| 3Y | -8.5% | +31.4% | -39.9% | -16.1% |
| 5Y | -72.7% | +37.8% | -110.5% | -75.4% |
| All | -41.6% | +53.3% | -94.9% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling