-41.6%
CHWY vs PSKY
-74.4%
+32.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.2% | -3.4% |
| 7D | -13.6% | -2.4% | -11.2% | -13.1% |
| 30D | -8.5% | +11.6% | -20.1% | -10.4% |
| 3M | +8.9% | +1.5% | +7.4% | +8.5% |
| 6M | -20.5% | +7.7% | -28.2% | -21.9% |
| YTD | -38.2% | -20.1% | -18.0% | -36.2% |
| 1Y | -43.3% | -38.3% | -5.0% | -39.2% |
| 3Y | -8.5% | -17.7% | +9.2% | -12.1% |
| 5Y | -72.7% | -69.9% | -2.9% | -70.4% |
| All | -41.6% | -74.4% | +32.8% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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