-35.6%
CHWY vs PENG
+404.6%
-440.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +0.4% |
| 7D | -0.2% | +13.2% | -13.4% | -2.1% |
| 30D | +8.1% | -29.9% | +38.0% | +12.2% |
| 3M | +0.3% | -22.2% | +22.5% | +0.9% |
| 6M | +4.0% | -1.9% | +5.9% | -4.7% |
| YTD | -31.9% | +142.1% | -174.0% | -49.7% |
| 1Y | -32.8% | +151.5% | -184.3% | -50.8% |
| 3Y | +16.0% | +206.9% | -190.9% | -26.8% |
| 5Y | -70.7% | +58.2% | -129.0% | -79.9% |
| All | -35.6% | +404.6% | -440.3% | -68.2% |
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