-81.2%
PATH vs CHWY
-69.9%
-11.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.1% |
| 7D | -2.7% | +3.5% | -6.2% | -4.2% |
| 30D | -3.7% | +21.6% | -25.3% | -12.2% |
| 3M | -13.8% | -2.0% | -11.7% | -14.0% |
| 6M | +20.3% | +0.3% | +19.9% | +18.0% |
| YTD | -20.8% | -30.3% | +9.5% | -9.5% |
| 1Y | -9.2% | -31.6% | +22.4% | +4.2% |
| 3Y | -21.8% | +15.9% | -37.6% | -40.3% |
| 5Y | -77.4% | -69.9% | -7.5% | -69.7% |
| All | -81.2% | -69.9% | -11.3% | -74.2% |
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