-41.6%
CHWY vs PFGC
+131.7%
-173.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -13.6% | -4.8% | -8.9% | -12.9% |
| 30D | -8.5% | -12.5% | +4.0% | -6.6% |
| 3M | +8.9% | -9.7% | +18.6% | +10.7% |
| 6M | -20.5% | +7.0% | -27.5% | -21.4% |
| YTD | -38.2% | +4.5% | -42.6% | -38.8% |
| 1Y | -43.3% | -11.6% | -31.7% | -42.4% |
| 3Y | -8.5% | +58.5% | -67.0% | -15.0% |
| 5Y | -72.7% | +112.6% | -185.3% | -75.3% |
| All | -41.6% | +131.7% | -173.2% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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