-39.8%
CHWY vs PENG
+418.1%
-457.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.4% | +2.4% |
| 7D | -12.0% | 0.0% | -12.0% | -12.1% |
| 30D | -6.2% | -15.2% | +9.0% | -4.0% |
| 3M | +5.5% | -16.9% | +22.4% | +4.7% |
| 6M | -17.8% | +161.5% | -179.3% | -37.9% |
| YTD | -36.2% | +148.6% | -184.8% | -51.6% |
| 1Y | -40.0% | +89.6% | -129.6% | -52.2% |
| 3Y | -8.3% | +99.8% | -108.1% | -35.7% |
| 5Y | -71.9% | +100.9% | -172.8% | -81.0% |
| All | -39.8% | +418.1% | -457.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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