-7.2%
CHWY vs PENG
+107.0%
-114.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.5% | -10.4% | -10.8% |
| 7D | -14.1% | +7.3% | -21.4% | -14.5% |
| 30D | -8.1% | -7.5% | -0.7% | -7.9% |
| 3M | +1.7% | -17.2% | +18.9% | +1.5% |
| 6M | -20.7% | +176.7% | -197.4% | -32.2% |
| YTD | -37.2% | +161.0% | -198.3% | -46.2% |
| 1Y | -50.7% | +108.8% | -159.5% | -57.1% |
| All | -7.2% | +107.0% | -114.1% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling