-41.6%
CHWY vs PSLV
+280.9%
-322.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -13.6% | -3.5% | -10.2% | -13.1% |
| 30D | -8.5% | -2.1% | -6.4% | -8.4% |
| 3M | +8.9% | -1.6% | +10.5% | +8.7% |
| 6M | -20.5% | -25.5% | +5.0% | -16.7% |
| YTD | -38.2% | -11.4% | -26.7% | -39.6% |
| 1Y | -43.3% | +48.6% | -91.8% | -51.9% |
| 3Y | -8.5% | +166.9% | -175.4% | -35.3% |
| 5Y | -72.7% | +152.4% | -225.2% | -80.9% |
| All | -41.6% | +280.9% | -322.5% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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