-5.7%
CHWY vs PEGA
+52.0%
-57.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.2% |
| 7D | -12.0% | -5.3% | -6.7% | -10.9% |
| 30D | -6.2% | +8.3% | -14.5% | -7.8% |
| 3M | +5.5% | +8.9% | -3.4% | +3.0% |
| 6M | -17.8% | -19.7% | +1.9% | -14.9% |
| YTD | -36.2% | -39.9% | +3.7% | -30.8% |
| 1Y | -40.0% | -36.4% | -3.6% | -35.9% |
| All | -5.7% | +52.0% | -57.7% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling