+47.6%
PANW vs CHWY
-31.6%
+79.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -9.5% |
| 7D | -17.3% | +10.4% | -27.7% | -17.8% |
| 30D | -25.1% | +26.8% | -51.9% | -26.5% |
| 3M | -13.2% | -4.3% | -8.9% | -12.7% |
| 6M | +71.0% | -6.3% | +77.3% | +70.6% |
| YTD | +70.8% | -30.4% | +101.2% | +76.0% |
| 1Y | +47.6% | -30.5% | +78.1% | +51.4% |
| All | +47.6% | -31.6% | +79.2% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling