-41.6%
CHWY vs PEGA
+3.7%
-45.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.6% |
| 7D | -13.6% | -3.0% | -10.6% | -12.5% |
| 30D | -8.5% | +15.9% | -24.4% | -14.1% |
| 3M | +8.9% | +10.8% | -2.0% | +3.0% |
| 6M | -20.5% | -16.5% | -4.0% | -15.9% |
| YTD | -38.2% | -39.0% | +0.9% | -26.7% |
| 1Y | -43.3% | -37.3% | -6.0% | -34.6% |
| 3Y | -8.5% | +59.2% | -67.7% | -42.7% |
| 5Y | -72.7% | -44.9% | -27.9% | -71.4% |
| All | -41.6% | +3.7% | -45.3% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling