-80.8%
PATH vs CHWY
-70.6%
-10.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +2.1% | -0.2% | +2.3% | +2.1% |
| 30D | +1.6% | +8.1% | -6.5% | -2.2% |
| 3M | -20.4% | +0.3% | -20.7% | -21.4% |
| 6M | +40.1% | +4.0% | +36.1% | +35.3% |
| YTD | -19.0% | -31.9% | +12.8% | -6.5% |
| 1Y | -5.8% | -32.8% | +26.9% | +9.0% |
| 3Y | -22.9% | +16.0% | -39.0% | -41.4% |
| 5Y | -75.3% | -70.7% | -4.6% | -66.5% |
| All | -80.8% | -70.6% | -10.2% | -73.3% |
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