-40.7%
CHWY vs PEGA
+0.2%
-40.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.2% | -8.7% | -9.9% |
| 7D | -14.1% | -6.1% | -8.0% | -11.8% |
| 30D | -8.1% | +6.4% | -14.5% | -10.6% |
| 3M | +1.7% | +2.9% | -1.2% | -0.7% |
| 6M | -20.7% | -23.8% | +3.2% | -12.8% |
| YTD | -37.2% | -41.1% | +3.8% | -24.5% |
| 1Y | -50.7% | -38.2% | -12.5% | -42.8% |
| 3Y | -9.7% | +49.8% | -59.6% | -41.7% |
| 5Y | -72.9% | -48.0% | -24.9% | -70.8% |
| All | -40.7% | +0.2% | -40.9% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling