+6.9%
FPS vs CHWY
-24.8%
+31.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -10.8% | +6.7% | -4.5% |
| 7D | +5.3% | -14.1% | +19.5% | +4.6% |
| 30D | -17.6% | -8.1% | -9.4% | -17.7% |
| 3M | -45.8% | +1.7% | -47.5% | -45.4% |
| 6M | -10.1% | -20.7% | +10.5% | -3.9% |
| All | +6.9% | -24.8% | +31.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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