-39.8%
CHWY vs PFG
+173.0%
-212.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -12.0% | -3.0% | -9.0% | -11.3% |
| 30D | -6.2% | +2.5% | -8.7% | -6.9% |
| 3M | +5.5% | +6.1% | -0.6% | +3.6% |
| 6M | -17.8% | +31.3% | -49.1% | -23.7% |
| YTD | -36.2% | +33.6% | -69.8% | -41.1% |
| 1Y | -40.0% | +48.5% | -88.5% | -46.3% |
| 3Y | -8.3% | +69.6% | -77.9% | -21.1% |
| 5Y | -71.9% | +111.5% | -183.4% | -76.2% |
| All | -39.8% | +173.0% | -212.8% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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