+1.2%
CHWY vs PL
+518.4%
-517.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -1.9% | -7.5% | +5.6% | -1.3% |
| 30D | -1.1% | -25.6% | +24.5% | +1.3% |
| 3M | +15.5% | -45.6% | +61.1% | +21.0% |
| 6M | -8.5% | -29.5% | +21.1% | -8.5% |
| YTD | -29.6% | -9.7% | -19.9% | -31.8% |
| 1Y | -44.1% | +84.4% | -128.5% | -51.1% |
| 3Y | +1.2% | +550.0% | -548.8% | -35.9% |
| All | +1.2% | +518.4% | -517.2% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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