-40.7%
CHWY vs PTC
+49.9%
-90.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.3% | -7.6% | -9.3% |
| 7D | -14.1% | -13.6% | -0.6% | -8.0% |
| 30D | -8.1% | -14.7% | +6.5% | -1.3% |
| 3M | +1.7% | -5.9% | +7.6% | +3.4% |
| 6M | -20.7% | -21.1% | +0.5% | -12.4% |
| YTD | -37.2% | -26.0% | -11.2% | -28.7% |
| 1Y | -50.7% | -36.8% | -13.9% | -39.8% |
| 3Y | -9.7% | -10.3% | +0.5% | -11.9% |
| 5Y | -72.9% | +1.2% | -74.1% | -75.4% |
| All | -40.7% | +49.9% | -90.6% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling