-8.5%
CHWY vs PNR
-14.5%
+5.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | -13.6% | -6.0% | -7.6% | -11.5% |
| 30D | -8.5% | -14.0% | +5.4% | -3.2% |
| 3M | +8.9% | -21.7% | +30.6% | +18.1% |
| 6M | -20.5% | -37.3% | +16.8% | -5.8% |
| YTD | -38.2% | -45.1% | +7.0% | -22.4% |
| 1Y | -43.3% | -49.1% | +5.9% | -26.4% |
| 3Y | -8.5% | -14.8% | +6.3% | -17.4% |
| All | -8.5% | -14.5% | +5.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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