-8.5%
CHWY vs PFGC
+58.8%
-67.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -13.6% | -4.8% | -8.9% | -11.9% |
| 30D | -8.5% | -12.5% | +4.0% | -3.6% |
| 3M | +8.9% | -9.7% | +18.6% | +13.2% |
| 6M | -20.5% | +7.0% | -27.5% | -23.2% |
| YTD | -38.2% | +4.5% | -42.6% | -40.4% |
| 1Y | -43.3% | -11.6% | -31.7% | -40.9% |
| 3Y | -8.5% | +58.5% | -67.0% | -37.3% |
| All | -8.5% | +58.8% | -67.4% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling