-41.6%
CHWY vs PTC
+52.1%
-93.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.8% |
| 7D | -13.6% | -7.3% | -6.3% | -10.4% |
| 30D | -8.5% | -11.6% | +3.1% | -3.4% |
| 3M | +8.9% | +10.5% | -1.6% | +2.6% |
| 6M | -20.5% | -17.8% | -2.7% | -14.0% |
| YTD | -38.2% | -24.9% | -13.2% | -30.2% |
| 1Y | -43.3% | -36.8% | -6.4% | -30.7% |
| 3Y | -8.5% | -8.7% | +0.2% | -11.5% |
| 5Y | -72.7% | +4.1% | -76.9% | -75.5% |
| All | -41.6% | +52.1% | -93.7% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling