-41.6%
CHWY vs PPG
+4.3%
-45.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.5% | -3.2% |
| 7D | -13.6% | -6.2% | -7.4% | -11.1% |
| 30D | -8.5% | -7.9% | -0.6% | -5.3% |
| 3M | +8.9% | -10.2% | +19.1% | +13.9% |
| 6M | -20.5% | +2.7% | -23.1% | -21.9% |
| YTD | -38.2% | +4.9% | -43.0% | -40.3% |
| 1Y | -43.3% | -3.2% | -40.1% | -43.5% |
| 3Y | -8.5% | -17.0% | +8.5% | -3.6% |
| 5Y | -72.7% | -23.3% | -49.4% | -71.7% |
| All | -41.6% | +4.3% | -45.8% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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