-72.2%
CHWY vs PEGA
-45.0%
-27.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.6% |
| 7D | -13.6% | -3.0% | -10.6% | -12.6% |
| 30D | -8.5% | +15.9% | -24.4% | -13.7% |
| 3M | +8.9% | +10.8% | -2.0% | +3.5% |
| 6M | -20.5% | -16.5% | -4.0% | -16.2% |
| YTD | -38.2% | -39.0% | +0.9% | -27.5% |
| 1Y | -43.3% | -37.3% | -6.0% | -35.2% |
| 3Y | -8.5% | +59.2% | -67.7% | -42.5% |
| All | -72.2% | -45.0% | -27.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling