-39.8%
CHWY vs PFGC
+132.7%
-172.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.8% |
| 7D | -12.0% | -4.8% | -7.2% | -11.3% |
| 30D | -6.2% | -17.2% | +11.0% | -3.3% |
| 3M | +5.5% | -6.3% | +11.8% | +6.5% |
| 6M | -17.8% | +8.8% | -26.6% | -19.0% |
| YTD | -36.2% | +4.9% | -41.1% | -36.9% |
| 1Y | -40.0% | -9.5% | -30.5% | -39.3% |
| 3Y | -8.3% | +59.6% | -67.9% | -14.9% |
| 5Y | -71.9% | +113.5% | -185.4% | -74.5% |
| All | -39.8% | +132.7% | -172.4% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling