+120.8%
PAAS vs CHWY
-72.6%
+193.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.8% | -4.5% |
| 7D | -3.7% | -12.0% | +8.3% | -2.1% |
| 30D | -1.9% | -6.2% | +4.3% | -1.2% |
| 3M | +15.1% | +5.5% | +9.6% | +13.4% |
| 6M | -17.1% | -17.8% | +0.7% | -15.4% |
| YTD | -1.3% | -36.2% | +34.9% | +4.3% |
| 1Y | +41.1% | -40.0% | +81.0% | +50.1% |
| 3Y | +244.2% | -8.3% | +252.5% | +233.0% |
| 5Y | +120.8% | -71.9% | +192.7% | +112.7% |
| All | +120.8% | -72.6% | +193.4% | +112.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling