-77.0%
PATH vs CHWY
-69.7%
-7.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.8% |
| 7D | -5.3% | +6.0% | -11.3% | -7.9% |
| 30D | -0.5% | +23.8% | -24.4% | -10.0% |
| 3M | -7.1% | -3.7% | -3.4% | -6.6% |
| 6M | +23.8% | -8.3% | +32.1% | +26.3% |
| YTD | -20.7% | -31.7% | +11.1% | -8.4% |
| 1Y | -8.1% | -31.3% | +23.2% | +5.3% |
| 3Y | -21.8% | +9.3% | -31.1% | -38.7% |
| All | -77.0% | -69.7% | -7.3% | -71.3% |
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 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