-41.6%
CHWY vs PHM
+291.8%
-333.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.6% |
| 7D | -13.6% | -5.0% | -8.6% | -12.1% |
| 30D | -8.5% | -8.4% | -0.1% | -5.8% |
| 3M | +8.9% | -4.4% | +13.3% | +10.5% |
| 6M | -20.5% | -3.7% | -16.7% | -19.9% |
| YTD | -38.2% | +1.3% | -39.4% | -39.2% |
| 1Y | -43.3% | -14.0% | -29.2% | -41.1% |
| 3Y | -8.5% | +48.1% | -56.7% | -25.1% |
| 5Y | -72.7% | +158.8% | -231.5% | -82.0% |
| All | -41.6% | +291.8% | -333.4% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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