-43.3%
CHWY vs PFGC
-10.1%
-33.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -13.6% | -4.8% | -8.9% | -12.6% |
| 30D | -8.5% | -12.5% | +4.0% | -5.7% |
| 3M | +8.9% | -9.7% | +18.6% | +11.4% |
| 6M | -20.5% | +7.0% | -27.5% | -21.9% |
| YTD | -38.2% | +4.5% | -42.6% | -39.5% |
| 1Y | -43.3% | -11.6% | -31.7% | -43.1% |
| All | -43.3% | -10.1% | -33.2% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling