-32.4%
CHWY vs PENG
+451.5%
-483.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.7% | -2.3% |
| 7D | +1.7% | +4.5% | -2.8% | +0.9% |
| 30D | -1.5% | -7.1% | +5.6% | -0.9% |
| 3M | +13.6% | -27.3% | +40.9% | +15.6% |
| 6M | -7.3% | +169.6% | -176.8% | -30.2% |
| YTD | -28.4% | +164.6% | -193.0% | -46.2% |
| 1Y | -42.5% | +109.5% | -152.0% | -55.2% |
| 3Y | -4.1% | +98.9% | -103.0% | -32.1% |
| 5Y | -69.2% | +116.3% | -185.4% | -79.5% |
| All | -32.4% | +451.5% | -483.9% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling