-41.6%
CHWY vs PNR
+74.6%
-116.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -2.9% |
| 7D | -13.6% | -6.0% | -7.6% | -11.2% |
| 30D | -8.5% | -14.0% | +5.4% | -2.4% |
| 3M | +8.9% | -21.7% | +30.6% | +19.8% |
| 6M | -20.5% | -37.3% | +16.8% | -3.8% |
| YTD | -38.2% | -45.1% | +7.0% | -20.7% |
| 1Y | -43.3% | -49.1% | +5.9% | -24.8% |
| 3Y | -8.5% | -14.8% | +6.3% | -6.9% |
| 5Y | -72.7% | -21.0% | -51.7% | -74.8% |
| All | -41.6% | +74.6% | -116.2% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling