+875.9%
PANW vs CHWY
-43.2%
+919.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.7% |
| 7D | -0.8% | -13.6% | +12.8% | +1.9% |
| 30D | -14.6% | -8.5% | -6.0% | -13.4% |
| 3M | +18.3% | +8.9% | +9.4% | +15.5% |
| 6M | +100.5% | -20.5% | +120.9% | +106.7% |
| YTD | +79.5% | -38.2% | +117.7% | +93.9% |
| 1Y | +66.7% | -43.3% | +110.0% | +82.7% |
| 3Y | +161.2% | -8.5% | +169.8% | +146.7% |
| 5Y | +322.2% | -72.7% | +394.9% | +370.3% |
| All | +875.9% | -43.2% | +919.1% | +779.1% |
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