+4.0%
CHWY vs PENG
-7.3%
+11.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.9% |
| 7D | -0.2% | +13.2% | -13.4% | +1.1% |
| 30D | +8.1% | -29.9% | +38.0% | +5.3% |
| 3M | +0.3% | -22.2% | +22.5% | -0.8% |
| 6M | +4.0% | -1.9% | +5.9% | +4.5% |
| All | +4.0% | -7.3% | +11.3% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling