+384.8%
PAAS vs CHWY
-43.2%
+428.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.2% |
| 7D | -1.9% | -13.6% | +11.7% | -0.2% |
| 30D | -3.6% | -8.5% | +5.0% | -2.6% |
| 3M | +8.6% | +8.9% | -0.3% | +6.8% |
| 6M | -16.7% | -20.5% | +3.8% | -14.8% |
| YTD | -1.9% | -38.2% | +36.2% | +3.4% |
| 1Y | +38.0% | -43.3% | +81.3% | +46.9% |
| 3Y | +234.9% | -8.5% | +243.5% | +225.7% |
| 5Y | +119.5% | -72.7% | +192.2% | +130.0% |
| All | +384.8% | -43.2% | +428.0% | +374.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling